Multivariate analysis of cryptocurrencies
Year of publication: |
2021
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Authors: | Candila, Vincenzo |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 9.2021, 3, Art.-No. 28, p. 1-17
|
Subject: | covariance matrix | cryptocurrency | Double Asymmetric GARCH–MIDAS | Dynamic Conditional Correlation | Virtuelle Währung | Virtual currency | Korrelation | Correlation | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics9030028 [DOI] hdl:10419/247618 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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