Higher moment connectedness of cryptocurrencies : a time-frequency approach
Kingstone Nyakurukwa, Yudhvir Seetharam
| Year of publication: |
2023
|
|---|---|
| Authors: | Nyakurukwa, Kingstone ; Seetharam, Yudhvir |
| Subject: | High-frequency data | Realised kurtosis | Realised skewness | Risk spillovers | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Spillover-Effekt | Spillover effect | Virtuelle Währung | Virtual currency | Varianzanalyse | Analysis of variance | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Korrelation | Correlation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-023-09627-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014380684