تصفح Accounting & Information Systems حسب الموضوع "Cryptocurrencies"
السجلات المعروضة 1 -- 2 من 2
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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 ... -
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications
( Elsevier Inc. , 2019 , Article)This paper uses wavelet coherence and cross wavelet transform approaches to examine co-movement between Bitcoin and five major cryptocurrencies (Dash, Ethereum, Litecoin, Monero and Ripple) and their portfolio risk ...