Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? : insights from wavelets
Year of publication: |
2022
|
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Authors: | Agyei, Samuel Kwaku ; Adam, Anokye M. ; Bossman, Ahmed ; Asiamah, Oliver ; Owusu Junior, Peterson ; Asafo-Adjei, Roberta ; Asafo-Adjei, Emmanuel |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 10.2022, 1, Art.-No. 2061682, p. 1-34
|
Subject: | volatility | time-frequency | frequency-dependent | long memory;interdependencies | ARCH-Modell | ARCH model | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
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