Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume
Khuntia, Sashikanta, Pattanayak, J.K.Language:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2018.12.025
Date:
December, 2018
File:
PDF, 1.33 MB
english, 2018