Return and volatility spillovers among cryptocurrencies (Q1627002)
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scientific article; zbMATH DE number 6982712
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Return and volatility spillovers among cryptocurrencies |
scientific article; zbMATH DE number 6982712 |
Statements
Return and volatility spillovers among cryptocurrencies (English)
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22 November 2018
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Bitcoin
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cryptocurrencies
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spillovers
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variance decompositions
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vector autoregression
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0.8572612
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0.85381186
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