Market dynamics, cyclical patterns and market states
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DOI: 10.1108/sef-08-2019-0302
Abstract: Purpose In this paper, the authors seek to investigate the dynamics of Bitcoin, Litecoin, Ethereum and Ripple daily returns and volatilities. Design/methodology/approach In this paper, the authors apply the MS-ARMA model on daily returns of… read more here.
Keywords: market; market states; cryptocurrency; dynamics cyclical ... See more keywords