Pairwise and high-order dependencies in the cryptocurrency trading network

In this paper we analyse the effects of information flows in cryptocurrency markets. We first define a cryptocurrency trading network, i.e. the network made using cryptocurrencies as nodes and the Granger causality among their weekly log returns as links, later we analyse its evolution over time. In...

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Detalles Bibliográficos
Autores principales: Scagliarini, Tomas, Pappalardo, Giuseppe, Biondo, Alessio Emanuele, Pluchino, Alessandro, Rapisarda, Andrea, Stramaglia, Sebastiano
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9628620/
https://www.ncbi.nlm.nih.gov/pubmed/36323721
http://dx.doi.org/10.1038/s41598-022-21192-6

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