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Network Analysis of Multivariate Transfer Entropy of Cryptocurrencies in Times of Turbulence

We investigate the effects of the recent financial turbulence of 2020 on the market of cryptocurrencies taking into account the hourly price and volume of transactions from December 2019 to April 2020. The data were subdivided into time frames and analyzed the directed network generated by the estim...

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Detalles Bibliográficos
Autores principales: García-Medina, Andrés, Hernández C., José B.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517310/
https://www.ncbi.nlm.nih.gov/pubmed/33286532
http://dx.doi.org/10.3390/e22070760