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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2021
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| Materias: | |
| 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 |