ML-QuantSubscribe

RePEcCrypto & DeFi

Anomalies in Cryptocurrencies

The study reveals significant changes in volatility and day-of-the-week effects on cryptocurrency returns, especially during the COVID-19 pandemic.

Featured in No. 62 on 21 Aug 2024 · on release day

Released
21 Aug 2024
First featured
No. 62 · 21 Aug 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
15
Identifier
RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:351-:d:1454951

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page