Do Bitcoin and other cryptocurrencies jump together?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference26 articles.
1. Do bitcoins follow a random walk model?;Aggarwal;Research in Economics,2019
2. The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin;Al-Khazali;Economics Bulletin,2018
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4. Econometrics of testing for jumps in financial economics using bipower variation;Barndorff-Nielsen;Journal of financial Econometrics,2006
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