Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19

This paper introduces new methods for analysing the extreme and erratic behaviour of time series to evaluate the impact of COVID-19 on cryptocurrency market dynamics. Across 51 cryptocurrencies, we examine extreme behaviour through a study of distribution extremities, and erratic behaviour through s...

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Detalles Bibliográficos
Autores principales: James, Nick, Menzies, Max, Chan, Jennifer
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7687370/
https://www.ncbi.nlm.nih.gov/pubmed/33250564
http://dx.doi.org/10.1016/j.physa.2020.125581

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7687370/
https://www.ncbi.nlm.nih.gov/pubmed/33250564
http://dx.doi.org/10.1016/j.physa.2020.125581

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