Causal relationship among cryptocurrencies : a conditional quantile approach
Year of publication: |
2021
|
---|---|
Authors: | Kim, Myeong Jun ; Nguyen Phuc Canh ; Park, Sung Y. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 42.2021, p. 1-8
|
Subject: | Cryptocurrency | Quantile non-causality test | Quantile regression | Robust non-causality | Regressionsanalyse | Regression analysis | Virtuelle Währung | Virtual currency | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory |
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