Testing the random walk hypothesis for leading cryptocurrencies
Year of publication: |
2021
|
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Authors: | Palamalai, Srinivasan ; Kumar, K. Krishna ; Maity, Bipasha |
Published in: |
Borsa Istanbul Review. - Amsterdam [u.a.] : Elsevier, ISSN 2214-8450, ZDB-ID 2745445-9. - Vol. 21.2021, 3, p. 256-268
|
Subject: | Cryptocurrency | Random walk hypothesis | Asymmetric effect | Volatility clustering | GARCH-Type models | Random Walk | Random walk | Volatilität | Volatility | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Schätzung | Estimation | Welt | World | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.bir.2020.10.006 [DOI] |
Classification: | C32 - Time-Series Models ; C5 - Econometric Modeling ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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