Are shocks on the returns and volatility of cryptocurrencies really persistent?
Lanouar Charfeddine, Youcef Maouchi
| Year of publication: |
2019
|
|---|---|
| Authors: | Charfeddine, Lanouar ; Maouchi, Youcef |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 28.2019, p. 423-430
|
| Subject: | Cryptocurrencies | Long range dependence | Returns | Structural changes | True versus spurious behavior | Volatility | Volatilität | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Schock | Shock | Welt | World | Strukturwandel | Structural change | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.06.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012388358