Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models
Thanakorn Nitithumbundit, Jennifer S. K. Chan
| Year of publication: |
2022
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| Authors: | Thanakorn Nitithumbundit ; Chan, Jennifer S. K. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 86.2022, p. 365-375
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| Subject: | Cryptocurrencies | Covid-19 impact | ECM algorithm | Mutlivariate skewed variance gamma distribution | Vector ARMA model | Coronavirus | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2022.08.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014249157