Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs
Year of publication: |
2023
|
---|---|
Authors: | Qiao, Xingzhi ; Zhu, Huiming ; Tang, Yiding ; Peng, Cheng |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-9
|
Subject: | Cryptocurrency | DeFi tokens | NFTs | Quantile causality network | Wavelet |
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