Browsing by Subject Multivariate Long memory
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
Jan-2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19 | Assaf, Ata ; Mokni, Khaled; Yousaf, Imran; Bhandari, Avishek |
Jul-2022 | Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19 | Assaf, Ata ; Bhandari, Avishek; Charif, Husni ; Demir, Ender |