Nonlinear dependence in cryptocurrency markets (2019)
- Authors:
- USP affiliated authors: LAURINI, MARCIO POLETTI - FEARP ; CHAIM, PEDRO LUIZ PAOLINO - FEARP
- Unidade: FEARP
- DOI: 10.1016/j.najef.2019.01.015
- Subjects: MERCADO FINANCEIRO; MOEDAS
- Keywords: Bitcoin; Cryptocurrencies; Risk; Volatility; Co-jumps; Long memory; G23; C11; G95; JEL
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título: The North American Journal of Economics and Finance
- ISSN: 1062-9408
- Volume/Número/Paginação/Ano: v. 48, p. 32-47, 2019
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
CHAIM, Pedro e LAURINI, Marcio Poletti. Nonlinear dependence in cryptocurrency markets. The North American Journal of Economics and Finance, v. 48, p. 32-47, 2019Tradução . . Disponível em: https://doi.org/10.1016/j.najef.2019.01.015. Acesso em: 02 jan. 2026. -
APA
Chaim, P., & Laurini, M. P. (2019). Nonlinear dependence in cryptocurrency markets. The North American Journal of Economics and Finance, 48, 32-47. doi:10.1016/j.najef.2019.01.015 -
NLM
Chaim P, Laurini MP. Nonlinear dependence in cryptocurrency markets [Internet]. The North American Journal of Economics and Finance. 2019 ; 48 32-47.[citado 2026 jan. 02 ] Available from: https://doi.org/10.1016/j.najef.2019.01.015 -
Vancouver
Chaim P, Laurini MP. Nonlinear dependence in cryptocurrency markets [Internet]. The North American Journal of Economics and Finance. 2019 ; 48 32-47.[citado 2026 jan. 02 ] Available from: https://doi.org/10.1016/j.najef.2019.01.015 - Volatility and return jumps in bitcoin
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Informações sobre o DOI: 10.1016/j.najef.2019.01.015 (Fonte: oaDOI API)
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