Some stylized facts of the cryptocurrency market
Year of publication: |
2018
|
---|---|
Authors: | Zhang, Wei ; Wang, Pengfei ; Li, Xiao ; Shen, Dehua |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 55, p. 5950-5965
|
Subject: | autocorrelations | cryptocurrency market | heavy tails | long-range dependence | Stylized facts | volatility clustering | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation |
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