Cryptocurrency momentum effect: DFA and MF-DFA analysis
Cheng, Qing, Liu, Xinyuan, Zhu, XiaowuJournal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.04.083
Date:
April, 2019
Fichier:
PDF, 761 KB
2019