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subject:"Volatility"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Gil-Alaña, Luis A."
~person:"Koopman, Siem Jan"
~subject:"persistence"
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True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
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