Volatility persistence in cryptocurrency markets under structural breaks
- Abakah, E.J.A.
- Gil-Alana, L.A.
- Madigu, G.
- Romero-Rojo, F.
Journal:
International Review of Economics and Finance
ISSN: 1059-0560
Year of publication: 2020
Volume: 69
Pages: 680-691
Type: Article