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Alexander, C and Dakos, M (2019) A critical investigation of cryptocurrency data and analysis. Quantitative Finance. ISSN 1469-7688
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PDF (This is an Accepted Manuscript of an article published by Taylor & Francis Group in Journal Quantitative Finance on 08/08/2019, available online: https://www.tandfonline.com/doi/full/10.1080/14697688.2019.1641347)
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Official URL: https://dx.doi.org/10.1080/14697688.2019.1641347
Abstract
Less than half the crytocurrency papers published since January 2017 employ correct data.
Item Type: | Article |
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Keywords: | Cryptocurrency; Cryptoasset; Price data; Market beta; Markov switching GARCH; Volatility |
Schools and Departments: | University of Sussex Business School > Accounting and Finance |
Subjects: | H Social Sciences > HG Finance H Social Sciences > HG Finance > HG0201 Money |
Depositing User: | Carol Alexander |
Date Deposited: | 09 Aug 2019 09:43 |
Last Modified: | 08 Feb 2021 02:00 |
URI: | http://sro.sussex.ac.uk/id/eprint/85379 |
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