Cryptocurrency momentum effect: DFA and MF-DFA analysis

Published 2019 View Full Article

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Title
Cryptocurrency momentum effect: DFA and MF-DFA analysis
Authors
Keywords
Cryptocurrency, Momentum effect, DFA, MF-DFA
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 526, Issue -, Pages 120847
Publisher
Elsevier BV
Online
2019-04-08
DOI
10.1016/j.physa.2019.04.083

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