Work

Cryptocurrency momentum effect: DFA and MF-DFA analysis

Year: 2019

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2019.04.083

Authors: Qing Cheng, Xinyuan Liu, Xiaowu Zhu

Institutions: University of Chinese Academy of Sciences, China University of Political Science and Law

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: China University of Political Science and Law

Awards: G5178084667, G798855622

OpenAlex ID: W2938760935

FWCI: 11.87

Cites: 39

Cited by: 77

Related to: 10