E. J. D. A. L. Pereira
Ferreira P.
,
Krištoufek Ladislav
,
Pereira E. J. D. A. L.
:
DCCA and DMCA correlations of cryptocurrency markets
,
Physica. A : Statistical Mechanics and its Applications vol.545, 123803
[2020]
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DOI:
10.1016/j.physa.2019.123803