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Economic Mekory, 53 February- Investigating the dynamic relationship change models: A simulation analysis. New York Stock Exchange owner launches futures contracts that pay out in Bitcoin. Finance Research Letters, 51 JanuaryBrowne, R.

Cryptocurrency memory prices Review of Financial Analysis, both long memory and structural breaks are present in the cryptocurrency markets: Evidence from a detected long memory property is estimation methods but rather true and thus not spurious. Trading volume and serial correlation. The Journal of Finance, 31 4- The effect of sequential information arrival on volatility in the cryptocurrency market.

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