Work

Volatility persistence in cryptocurrency markets under structural breaks

Year: 2020

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2020.06.035

Authors: Emmanuel Joel Aikins Abakah, Luis Alberiko Gil-Alana, Godfrey Madigu, Fatima Romero-Rojo

Institutions: The University of Adelaide, Universidad Francisco de Vitoria, Universidad de Navarra, Strathmore University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Ministerio de Economía y Competitividad, Ministerio de Asuntos Económicos y Transformación Digital, Gobierno de España

Award: G2604080013

OpenAlex ID: W3045309282

FWCI: 10.12

Cites: 93

Cited by: 79

Related to: 10