Are Google searches making the Bitcoin market run amok? : A tail event analysis
Year of publication: |
2021
|
---|---|
Authors: | Neto, David |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 57.2021, p. 1-8
|
Subject: | Bitcoin | Conditional autoregressive quantile model | Granger causality in tail event | Media attention | Quantile-dependent measure of dependence |
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