加密货币:对冲还是金融化? 行为时间序列分析

IF 3 Q2 BUSINESS
Dony Abdul Chalid, Rangga Handika
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引用次数: 0

摘要

本文研究了加密货币回报的时间序列特性,并将其与货币和商品回报进行了比较。我们执行并分析了均值回归、正态、单位根...
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Cryptocurrencies: hedging or financialization? behavioral time series analyses
This article investigates the time-series properties of cryptocurrency returns and compares them with currency and commodity returns. We perform and analyze the mean reversion, normality, unit root...
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来源期刊
CiteScore
4.40
自引率
10.00%
发文量
301
审稿时长
16 weeks
期刊介绍: Cogent Business & Management is a fully peer-reviewed, open access journal with a mission to help researchers reach a truly global audience, interact with experts in their field, and discover new connections across diverse fields of research. Cogent Business & Management considers original research articles, reviews and letters in the following branches of business and management research: Accounting, Corporate Governance & Business Ethics Banking & Finance Information & Technology Management Management Marketing Operations Management.
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