Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis-Reference-Cited by-同舟云学术

Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis

Published:2020-05 Issue: Volume:545 Page:123711
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Kristjanpoller Werner,Bouri Elie,Takaishi Tetsuya

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference54 articles.

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4. E. Bouri, L.A. Gil-Alana, R. Gupta, D. Roubaud, Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks, No. 201654, 2016.

5. GARCH modelling of cryptocurrencies;Chu;J. Risk Financ. Manag.,2017

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