Journal of Financial Risk Management

Vol.8 No.1(2019), Paper ID 91100, 14 pages

DOI:10.4236/jfrm.2019.81002

 

Half-Life Volatility Measure of the Returns of Some Cryptocurrencies

 

Abonongo John, Anuwoje Ida Logubayom, Raymond Nero

 

Department of Statistics, Faculty of Mathematical Sciences, University for Development Studies, Tamale, Ghana
Department of Statistics, Faculty of Mathematical Sciences, University for Development Studies, Tamale, Ghana
Department of Mathematics, College of Science, Kwame Nkrumah University of Science and Technology, Kumasi, Ghana

 

Copyright © 2019 Abonongo John, Anuwoje Ida Logubayom, Raymond Nero et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


John, A. , Logubayom, A. and Nero, R. (2019) Half-Life Volatility Measure of the Returns of Some Cryptocurrencies. Journal of Financial Risk Management, 8, 15-28. doi: 10.4236/jfrm.2019.81002.

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