Yanfen Zhang

Xiamen University

Xiamen, Fujian 361005

China

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Scholarly Papers (1)

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On Cointegration and Cryptocurrency Dynamics

Number of pages: 25 Posted: 21 Jul 2020 Last Revised: 20 Jan 2021
Georg Keilbar and Yanfen Zhang
University of Vienna - Department of Statistics and Operations Research and Xiamen University
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Abstract:

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Cointegration, VECM, Nonstationarity, Cryptocurrencies