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"Investigating long and short memory in cryptocurrency time series by ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Luca Vincenzo Ballestra, Andrea Molent, Graziella Pacelli (2024)

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DOI: 10.1080/03610918.2022.2154802

access: closed

type: Journal Article

metadata version: 2024-11-07

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Luca Vincenzo Ballestra, Andrea Molent, Graziella Pacelli:
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models. Commun. Stat. Simul. Comput. 53(9): 4596-4606 (2024)

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