Structural breaks and double long memory of cryptocurrency prices : a comparative analysis from Bitcoin and Ethereum
Walid Mensi, Khamis Hamed Al-Yahyaee, Sang Hoon Kang
| Year of publication: |
2019
|
|---|---|
| Authors: | Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 222-230
|
| Subject: | Bitcoin | Ethereum | Structural breaks | Long memory | GARCH family models | Virtuelle Währung | Virtual currency | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.07.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012418764