Work

Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility

Year: 2018

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2018.09.013

Authors: Maurice Omane-Adjepong, Paul Alagidede, Nana Kwame Akosah

Institution: University of the Witwatersrand

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2890217642

FWCI: 10.57

Cites: 54

Cited by: 73

Related to: 10