بحث بسيط
السجلات المعروضة 1 -- 1 من 1
Are shocks on the returns and volatility of cryptocurrencies really persistent?
(
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 ...