Long-range memory, distributional variation and randomness of bitcoin volatility
Lahmiri, Salim, Bekiros, Stelios, Salvi, AntonioVolume:
107
Language:
english
Journal:
Chaos, Solitons & Fractals
DOI:
10.1016/j.chaos.2017.12.018
Date:
February, 2018
File:
PDF, 620 KB
english, 2018