Calendar effects on cryptocurrencies : not so straightforward
Year of publication: |
2021
|
---|---|
Authors: | Konpanas Dumrongwong |
Published in: |
Southeast Asian journal of economics. - [Bangkok] : [Verlag nicht ermittelbar], ISSN 2465-5120, ZDB-ID 2759961-9. - Vol. 9.2021, 1, p. 1-26
|
Subject: | cryptocurrency | calendar anomalies | seasonalities | market efficiency | GARCH | Kalendereffekt | Calendar effect | Virtuelle Währung | Virtual currency | Effizienzmarkthypothese | Efficient market hypothesis | Saisonale Schwankungen | Seasonal variations | ARCH-Modell | ARCH model | Börsenkurs | Share price |
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