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DCCA and DMCA correlations of cryptocurrency markets
- 1.FERREIRA, P., KRIŠTOUFEK, Ladislav, PEREIRA, E. J. D. A. L. DCCA and DMCA correlations of cryptocurrency markets. Physica. A : Statistical Mechanics and its Applications. 2020, 545(1), 123803. ISSN 0378-4371. E-ISSN 1873-2119. Available: doi: 10.1016/j.physa.2019.123803.
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