Browsing Accounting & Information Systems by Author "Maouchi Y."
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Are shocks on the returns and volatility of cryptocurrencies really persistent?
Charfeddine L.; Maouchi Y. ( Elsevier Ltd , 2019 , Article)This letter questions the true nature (true versus spurious) of the Long Range Dependence (LRD) behavior observed in the returns and volatility series of four Cryptocurrencies (CC). Using a robust approach, this letter ...