Browsing by Subject Cryptocurrency markets

Showing results 1 to 3 of 3
Issue DateTitleAuthor(s)
Jan-2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19Assaf, Ata ; Mokni, Khaled; Yousaf, Imran; Bhandari, Avishek
Jul-2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19Assaf, Ata ; Bhandari, Avishek; Charif, Husni ; Demir, Ender
Sep-2022True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methodsAssaf, Ata ; Gil-Alana, Luis Alberiko; Mokni, Khaled