The Nonlinear Connectedness Among Cryptocurrencies Using Markov-Switching VAR Model
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-98689-6_46
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5. Kosc, K., Sakowski, P., Ślepaczuk, R.: Momentum and contrarian effects on the cryptocurrency market. .Physica A: Stat. Mech. Appl. 523, 691–701 (2019)
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