Browsing Accounting & Information Systems by Subject "Volatility"

Now showing items 1-2 of 2

    • 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 ...

    • Dataset for petroleum based stock markets and GAUSS codes for SAMEM 

      Khalifa, Ahmed A.A.; Bertuccelli, Pietro; Otranto, Edoardo ( Elsevier Inc. , 2017 , Article)
      This article includes a unique data set of a balanced daily (Monday, Tuesday and Wednesday) for oil and natural gas volatility and the oil rich economies’ stock markets for Saudi Arabia, Qatar, Kuwait, Abu Dhabi, Dubai, ...