{"title":"加密货币:对冲还是金融化? 行为时间序列分析","authors":"Dony Abdul Chalid, Rangga Handika","doi":"10.1080/23311975.2024.2394581","DOIUrl":null,"url":null,"abstract":"This article investigates the time-series properties of cryptocurrency returns and compares them with currency and commodity returns. We perform and analyze the mean reversion, normality, unit root...","PeriodicalId":47083,"journal":{"name":"Cogent Business & Management","volume":"93 1","pages":""},"PeriodicalIF":3.0000,"publicationDate":"2024-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Cryptocurrencies: hedging or financialization? behavioral time series analyses\",\"authors\":\"Dony Abdul Chalid, Rangga Handika\",\"doi\":\"10.1080/23311975.2024.2394581\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article investigates the time-series properties of cryptocurrency returns and compares them with currency and commodity returns. We perform and analyze the mean reversion, normality, unit root...\",\"PeriodicalId\":47083,\"journal\":{\"name\":\"Cogent Business & Management\",\"volume\":\"93 1\",\"pages\":\"\"},\"PeriodicalIF\":3.0000,\"publicationDate\":\"2024-08-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Cogent Business & Management\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/23311975.2024.2394581\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"BUSINESS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Cogent Business & Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/23311975.2024.2394581","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"BUSINESS","Score":null,"Total":0}
Cryptocurrencies: hedging or financialization? behavioral time series analyses
This article investigates the time-series properties of cryptocurrency returns and compares them with currency and commodity returns. We perform and analyze the mean reversion, normality, unit root...
期刊介绍:
Cogent Business & Management is a fully peer-reviewed, open access journal with a mission to help researchers reach a truly global audience, interact with experts in their field, and discover new connections across diverse fields of research. Cogent Business & Management considers original research articles, reviews and letters in the following branches of business and management research: Accounting, Corporate Governance & Business Ethics Banking & Finance Information & Technology Management Management Marketing Operations Management.