Monday, April 1, 2019

A Look from VAR-SVAR Granger Causality and Student's-t Copulas

Bitcoin; cryptocurrency; spillover risks; Copulas; Student's-t ... It is undeniable that if there is a shock in cryptocurrency market, it might be a spillover for ...

source https://www.google.com/url?rct=j&sa=t&url=https://www.mdpi.com/1911-8074/12/2/52/htm&ct=ga&cd=CAIyGmM2Nzk3ODA2ZWViNjVjODI6Y29tOmVuOlVT&usg=AFQjCNHeGnVGHrB3l4Qhci7QZfDjcCFFHw