Open AccessDay of the Week Effect in Cryptocurrencies' Returns and Volatility
Author(s) -
Vandana Dangi
Publication year - 2020
Publication title -
ramanujan international journal of business and research/ramanujan international journal of business and research
Language(s) - English
Resource type - Journals
eISSN - 2583-0171
pISSN - 2455-5959
DOI - 10.51245/rijbr.v5i1.2020.221
Subject(s) - cryptocurrency , econometrics , volatility (finance) , stock (firearms) , autoregressive conditional heteroskedasticity , economics , ordinary least squares , names of the days of the week , stock market , cash , arch , financial economics , mathematics , computer science , geology , geography , finance , physics , paleontology , computer security , archaeology , horse , astronomy