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0522062 - ÚTIA 2021 RIV NL eng J - Journal Article
Ferreira, P. - Krištoufek, Ladislav - Pereira, E. J. D. A. L.
DCCA and DMCA correlations of cryptocurrency markets.
Physica. A : Statistical Mechanics and its Applications. Roč. 545, č. 1 (2020), č. článku 123803. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GJ17-12386Y
Institutional support: RVO:67985556
Keywords : Cryptocurrency * Bitcoin * Correlations * Detrended cross-correlation analysis * Detrending moving-average cross-correlation analysis * Efficiency
OECD category: Applied Economics, Econometrics
Impact factor: 3.263, year: 2020
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2020/E/kristoufek-0522062.pdf https://www.sciencedirect.com/science/article/pii/S0378437119321168
Permanent Link: http://hdl.handle.net/11104/0307301