Higher moment connectedness of cryptocurrencies : a time-frequency approach
Kingstone Nyakurukwa, Yudhvir Seetharam
| Year of publication: |
2023
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|---|---|
| Authors: | Nyakurukwa, Kingstone ; Seetharam, Yudhvir |
| Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 47.2023, 3, p. 793-814
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| Subject: | High-frequency data | Realised kurtosis | Realised skewness | Risk spillovers | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Statistische Verteilung | Statistical distribution | Theorie | Theory | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Varianzanalyse | Analysis of variance | Momentenmethode | Method of moments | Schätzung | Estimation |
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