Vector error correction models to measure connectedness of Bitcoin exchange markets
Year of publication: |
2019
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---|---|
Authors: | Giudici, Paolo ; Pagnottoni, Paolo |
Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 36.2019, 1 (25.07.), p. 95-109
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Publisher: |
Wiley |
Saved in:
Online Resource
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