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An analysis of cryptocurrencies conditional cross correlations

2019142 citationsJournal Article

Authors

Nektarios Aslanidis · Universidad Rovira i Virgili

Aurelio F. Bariviera · University of the Pacific

Oscar Martínez · Universidad Rovira i Virgili

Topics & Keywords

Market Dynamics and Volatility Complex Systems and Time Series Analysis Blockchain Technology Applications and Security

Publication Details

Published in: Finance research letters

Volume 31, pp. 130-137

DOI: 10.1016/j.frl.2019.04.019

Field-Weighted Citation Impact: 40.53

An analysis of cryptocurrencies conditional cross correlations | Researchclopedia