A time-varying network for cryptocurrencies
Li Guo, Wolfgang Karl Härdle, and Yubo Tao
| Year of publication: |
2024
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|---|---|
| Authors: | Guo, Li ; Härdle, Wolfgang ; Tao, Yubo (Robert) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 2, p. 437-456
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| Subject: | Co-clustering | Community detection | Covariates | Dynamic stochastic blockmodel | Momentum | Network risk | Unternehmensnetzwerk | Business network | Stochastischer Prozess | Stochastic process | Virtuelle Währung | Virtual currency | Soziales Netzwerk | Social network | Netzwerk | Network | Portfolio-Management | Portfolio selection | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2146695 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053414