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Yanfen Zhang
Xiamen University
Xiamen, Fujian 361005
China
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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:
Cointegration, VECM, Nonstationarity, Cryptocurrencies
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