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Higher moment connectedness of cryptocurrencies: a time-frequency approach
The purpose of the study is to examine higher moment connectedness among 12 cryptocurrencies using data sampled at the 1-minute high-frequency interval. We use methods that demonstrate the heterogeneity of agents from their distinct investing horizons. This includes wavelet multiple cross-correlatio...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10201045/ http://dx.doi.org/10.1007/s12197-023-09627-w |