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  • Search: subject:"Multivariate long-memory tests"
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Cryptocurrency markets 1 Cryptocurrency volatility 1 Estimation theory 1 Multivariate Analyse 1 Multivariate analysis 1 Multivariate long-memory tests 1 Schätztheorie 1 Spurious long memory 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Virtual currency 1 Virtuelle Währung 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Assaf, Ata 1 Gil-Alaña, Luis A. 1 Mokni, Khaled 1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies 1
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ECONIS (ZBW) 1
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True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata; Gil-Alaña, Luis A.; Mokni, Khaled - In: Empirical economics : a quarterly journal of the … 63 (2022) 3, pp. 1543-1570
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