Adaptive market hypothesis and cointegration : an evidence of the cryptocurrency market
Miklesh Prasad Yadav, Atul Kumar and Vidhi Tyagi
| Year of publication: |
2023
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|---|---|
| Authors: | Yadav, Miklesh Prasad ; Kumar, Atul ; Tyagi, Vidhi |
| Published in: |
Smart analytics, artificial intelligence and sustainable performance management in a global digitalised economy : Part A. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80382-557-1. - 2023, p. 27-43
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| Subject: | Adaptive market hypothesis | Johansen test | vector errorcorrection model | short-term causality | automatic Portmanteau test | cryptocurrency | Schätzung | Estimation | Kointegration | Cointegration | Theorie | Theory | Virtuelle Währung | Virtual currency | Effizienzmarkthypothese | Efficient market hypothesis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S1569-37592023000110A002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014317806