The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets

Salim Lahmiri, Stelios Bekiros

Open source

DOI: 10.1016/j.chaos.2021.111221
Published: 2021-10
Container: Chaos, Solitons & Fractals
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/j.chaos.2021.111221,
  title = {The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets},
  author = {Salim Lahmiri and Stelios Bekiros},
  year = {2021},
  journal = {Chaos, Solitons \&amp; Fractals},
  doi = {10.1016/j.chaos.2021.111221},
  url = {https://doi.org/10.1016/j.chaos.2021.111221}
}

RIS

TY  - JOUR
TI  - The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets
AU  - Salim Lahmiri
AU  - Stelios Bekiros
PY  - 2021
JO  - Chaos, Solitons &amp; Fractals
DO  - 10.1016/j.chaos.2021.111221
UR  - https://doi.org/10.1016/j.chaos.2021.111221
ER  -

APA

Lahmiri, S., & Bekiros, S. (2021). The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets. Chaos, Solitons & Fractals. https://doi.org/10.1016/j.chaos.2021.111221

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crossref · retrieved 2026-09-26T04:07:06.207Z