Time Series Analysis of Relationships Among Crypto-asset Exchange Rates

DOI10.1007/978-981-15-4498-9_8zbMath1455.91280OpenAlexW3045533161MaRDI QIDQ5148845

Tomoo Inoue, Taisei Kaizoji, Takeshi Yoshihara

Publication date: 5 February 2021

Published in: Advanced Studies of Financial Technologies and Cryptocurrency Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-4498-9_8

zbMATH Keywords

cointegrationefficient market hypothesisimpulse response functioncrypto asset

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

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