Volatility persistence in cryptocurrency markets under structural breaks

  1. Abakah, E.J.A.
  2. Gil-Alana, L.A.
  3. Madigu, G.
  4. Romero-Rojo, F.
Revue:
International Review of Economics and Finance

ISSN: 1059-0560

Année de publication: 2020

Volumen: 69

Pages: 680-691

Type: Article

DOI: 10.1016/J.IREF.2020.06.035 GOOGLE SCHOLAR