Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition (Q6644359)
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scientific article; zbMATH DE number 7950215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition |
scientific article; zbMATH DE number 7950215 |
Statements
Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition (English)
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27 November 2024
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Diebold and Yilmaz
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jump
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co-jump
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continuous volatility
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contagion
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COVID-19 crisis
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