Return and volatility spillovers among cryptocurrencies (Q1627002)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Return and volatility spillovers among cryptocurrencies |
scientific article |
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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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