Work

The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets

Year: 2021

Type: article

Source: Chaos Solitons & Fractals

DOI: 10.1016/j.chaos.2021.111221

Authors: Salim Lahmiri, Stelios Bekiros

Institutions: ESCA Ecole de Management, University of Malta, European University Institute

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3177944252

FWCI: 7.872

Cites: 47

Cited by: 46

Related to: 10