High-frequency return and volatility spillovers among cryptocurrencies
Ahmet Sensoy, Thiago Christiano Silva, Shaen Corbet and Benjamin Miranda Tabak
| Year of publication: |
2021
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|---|---|
| Authors: | Sensoy, Ahmet ; Silva, Thiago Christiano ; Corbet, Shaen ; Tabak, Benjamin Miranda |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 37, p. 4310-4328
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| Subject: | bitcoin | Cryptocurrency | hierarchical clustering | machine learning | minimal spanning tree | network | spillover | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1899119 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012609755