Interest in cryptocurrencies predicts conditional correlation dynamics
Year of publication: |
2022
|
---|---|
Authors: | Chuffart, Thomas |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-7
|
Subject: | Bitcoin | Conditional correlations | Cryptocurrencies | Google searches data | Virtuelle Währung | Virtual currency | Korrelation | Correlation | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Suchmaschine | Search engine | Schätzung | Estimation |
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