True versus spurious long memory in cryptocurrencies
Year of publication: |
2020
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Authors: | Rambaccussing, Dooruj ; Mazibas, Murat |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 9/186, p. 186
|
Subject: | long memory | Bitcoin | cryptocurrency | fractional integration | persistence | Zeitreihenanalyse | Time series analysis | Virtuelle Währung | Virtual currency | Theorie | Theory | ARMA-Modell | ARMA model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm13090186 [DOI] hdl:10419/239308 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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