On Cointegration and Cryptocurrency Dynamics
Year of publication: |
2020
|
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Authors: | Keilbar, Georg ; Zhang, Yanfen |
Publisher: |
Berlin : Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" |
Subject: | Cointegration | VECM | Nonstationarity | Cryptocurrencies |
Series: | IRTG 1792 Discussion Paper ; 2020-012 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/230818 [Handle] RePEc:zbw:irtgdp:2020012 [RePEc] |
Classification: | C00 - Mathematical and Quantitative Methods. General |
Source: |
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