Bitcoin price-volume : a multifractal cross-correlation approach
Marwane El Alaoui, Elie Bouri, David Roubaud
| Year of publication: |
2019
|
|---|---|
| Authors: | El Alaoui, Marwane ; Bouri, Elie ; Roubaud, David |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 31.2019, p. 374-381
|
| Subject: | Bitcoin | Cross-correlation | MF-DCCA | Multifractality | Price-volume analysis | Volatilität | Volatility | Börsenkurs | Share price | Theorie | Theory | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.12.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012421640