Ramos-Requena J. P., Bağci M.
COMPUTATIONAL ECONOMICS, pp.1-52, 2025 (SCI-Expanded)
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Publication Type:
Article / Article
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Publication Date:
2025
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Doi Number:
10.1007/s10614-025-11149-y
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Journal Name:
COMPUTATIONAL ECONOMICS
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Journal Indexes:
Science Citation Index Expanded (SCI-EXPANDED), Social Sciences Citation Index (SSCI), Scopus, IBZ Online, International Bibliography of Social Sciences, ABI/INFORM, EconLit, INSPEC, zbMATH
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Page Numbers:
pp.1-52
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Keywords:
Pairs trading, Crypto-assets, High-frequency, Generalized Hurst exponent, Volatility
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Marmara University Affiliated:
Yes