An application of Bayesian vector heterogeneous autoregressions to study network interlinkages of the crude oil and gold, stock, and cryptocurrency markets during the COVID-19 outbreak

We investigate fat tails and network interconnections of crude oil, gold, stock, and cryptocurrency using seven Bayesian vector heterogeneous autoregression fashions. In this paper, we incorporate parameter uncertainty by using Bayesian VAR models for estimation. To make rational investment decision...

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Detalles Bibliográficos
Autor principal: Ha, Le Thanh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10150691/
https://www.ncbi.nlm.nih.gov/pubmed/37126178
http://dx.doi.org/10.1007/s11356-023-27069-z

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10150691/
https://www.ncbi.nlm.nih.gov/pubmed/37126178
http://dx.doi.org/10.1007/s11356-023-27069-z

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