How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality.
| Autor: | VILELA DE SALIS, EDUARDO AMORIM1, DOS SANTOS MACIEL, LEANDRO1 leandromaciel@usp.br |
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| Zdroj: | Quantitative Finance. Nov2023, Vol. 23 Issue 11, p1637-1658. 22p. |
| Databáze: | Business Source Ultimate |
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