Vector error correction models to measure connectedness of bitcoin exchange markets (Q6576821)
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scientific article; zbMATH DE number 7885125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector error correction models to measure connectedness of bitcoin exchange markets |
scientific article; zbMATH DE number 7885125 |
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Vector error correction models to measure connectedness of bitcoin exchange markets (English)
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23 July 2024
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bitcoin
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forecast error variance decomposition
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market linkages
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market risk
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spillovers
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vector autoregression
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vector error correction
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