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Fractional cointegration in bitcoin spot and futures markets

journal contribution
posted on 2021-09-01, 00:00 authored by J Wu, K Xu, Xinwei ZhengXinwei Zheng, J Chen
Fractional cointegration in bitcoin spot and futures markets

History

Journal

Journal of Futures Markets

Volume

41

Issue

9

Pagination

1478 - 1494

Publisher

Wiley

Location

Chichester, Eng.

ISSN

0270-7314

eISSN

1096-9934

Language

eng

Publication classification

C1 Refereed article in a scholarly journal