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Plastun, A.
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Plastun, A.
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1
Persistence in the cryptocurrency market
by
Caporale, G.M
,
Gil-Alana, L.
,
Plastun
,
A
.
Published 2018
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2
Rise and fall of calendar anomalies over a century
by
Gupta, R.
,
Plastun
,
A
.
,
Sibande, X.
,
Wohar, M.E
Published 2019
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Related Subjects
BitCoin
C22
Calendar anomalies
Crypto currency
Day of the week effect
Dow Jones Industrial Average Index
Fractional integration
G12
Holiday effect
Long memory
Persistence
R/S analysis
Stock market
Turn of the month effect
Turn of the year effect
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