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. The approaches will be illustrated both from a semiparametric and parametric standpoints, solving the identification …
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We examine two major topics in the field of cryptocurrencies. On the one hand, we investigate possible long-run equilibrium relationships among ten major cryptocurrencies by applying two different cointegration tests. This analysis aims at constructing cointegrated portfolios that enable...
Persistent link: https://www.econbiz.de/10014495264