Co-movement in crypto-currency markets : evidences from wavelet analysis
Year of publication: |
2019
|
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Authors: | Kumar, Anoop S. ; Ajaz, Taufeeq |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 5.2019, 33, p. 1-17
|
Subject: | Bitcoin | Co-movement | Crypto-currencies | Wavelets | Zustandsraummodell | State space model | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-019-0143-3 [DOI] hdl:10419/237177 [Handle] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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