Nonlinear dependence in cryptocurrency markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Nikolaos A. Kyriazis, 2019. "A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 12(2), pages 1-17, April.
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More about this item
KeywordsBitcoin; Cryptocurrencies; Risk; Volatility; Co-jumps; Long memory; G95; C11; G23;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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