Cargando…
The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets
We explore the evolution of the informational efficiency in 45 cryptocurrency markets and 16 international stock markets before and during COVID-19 pandemic. The measures of Largest Lyapunov Exponent (LLE) based on the Rosenstein's method and Approximate Entropy (ApEn), which are robust to smal...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2020
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7254002/ https://www.ncbi.nlm.nih.gov/pubmed/32501379 http://dx.doi.org/10.1016/j.chaos.2020.109936 |