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DCCA and DMCA correlations of cryptocurrency markets
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SYSNO 0522062 Title DCCA and DMCA correlations of cryptocurrency markets Author(s) Ferreira, P. (PT)
Krištoufek, Ladislav (UTIA-B) [E] RID, ORCID
Pereira, E. J. D. A. L. (BR)Corespondence/senior Ferreira, P. - Korespondující autor Source Title Physica. A : Statistical Mechanics and its Applications. Roč. 545, č. 1 (2020). - : Elsevier Article number 123803 Document Type Článek v odborném periodiku Grant GJ17-12386Y GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic Institutional support UTIA-B - RVO:67985556 Language eng Country NL Keywords Cryptocurrency * Bitcoin * Correlations * Detrended cross-correlation analysis * Detrending moving-average cross-correlation analysis * Efficiency URL 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
Number of the records: 1