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We by this paper try to do a comparative review of the various approaches in deducing a measure for time-varying z-score. We however employ several modules as part of our assessment in computing the elements of our z-score, we also look at the optimal time length and data frequency through which...
Persistent link: https://www.econbiz.de/10012911646
There have been several opinions of the use of cryptocurrencies, most researchers have assessed the positives and negatives in however way they can; but to better understand its correlation with respect to commodities, we take a look at two commodities, Gold and Energy product (Crude) and assess...
Persistent link: https://www.econbiz.de/10012916649