Quantifying the spillover effect in the cryptocurrency market
G Moratis - Finance Research Letters, 2021 - Elsevier
The study quantifies the spillover effects in the cryptocurrency market using a rolling-window
Bayesian Vector Autoregressive Model. The present study offers a better understanding of …
Bayesian Vector Autoregressive Model. The present study offers a better understanding of …
Quantifying the spillover effect in the cryptocurrency market
G Moratis - Finance Research Letters, 2021 - ideas.repec.org
The study quantifies the spillover effects in the cryptocurrency market using a rolling-window
Bayesian Vector Autoregressive Model. The present study offers a better understanding of …
Bayesian Vector Autoregressive Model. The present study offers a better understanding of …
Quantifying the spillover effect in the cryptocurrency market
G Moratis - Finance Research Letters, 2021 - econpapers.repec.org
The study quantifies the spillover effects in the cryptocurrency market using a rolling-window
Bayesian Vector Autoregressive Model. The present study offers a better understanding of …
Bayesian Vector Autoregressive Model. The present study offers a better understanding of …