Work

Long range dependence in the Bitcoin market: A study based on high-frequency data

Year: 2018

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2018.09.188

Authors: Faisal Nazir Zargar, Dilip Kumar

Institution: Indian Institute of Management Kashipur

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2895968697

FWCI: 5.954

Cites: 31

Cited by: 25

Related to: 10