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Gold prices and the cryptocurrencies: Evidence of convergence and cointegration
16 references·1 citing·40 second hop
Gold prices and the cryptocurrencies: Evidence of convergence and cointegration (2019)Gold prices and the cryptocurrencies: Evi…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (2004)Occasional structural breaks …Long memory and regime switching (2001)Long memory and regime switch…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Log-Periodogram Regression of…Gaussian Semiparametric Estimation of Long Range Dependence (1995)Gaussian Semiparametric Estim…Efficient Tests of Nonstationary Hypotheses (1994)Efficient Tests of Nonstation…Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Maximum likelihood estimation…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Efficient Parameter Estimation for Self-Similar Processes (1989)Efficient Parameter Estimatio…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…The evolution of the cryptocurrencies market: A complex networks approach (2020)The evolution of the cryptocu…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Fractional Brownian Motions, Fractional Noises and Applications (1968)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Continuous Martingales and Brownian Motion (1999)The Distribution of Realized Exchange Rate Volatility (2001)The distribution of realized stock return volatility (2001)Modeling and Forecasting Realized Volatility (2003)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Tests for Hurst Effect (1987)Real and Spurious Long-Memory Properties of Stock-Market Data (1998)Exact Local Whittle Estimation of Fractional \nIntegration (2002)Social Capital and the Dynamics of Trust in Government (2007)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Unit root tests for panel data (2001)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Modelling Extremal Events (1997)Forecasting Volatility in Financial Markets: A Review (2003)Chapter 8 Growth Econometrics (2005)Volatility Is Rough (2018)Dynamic Conditional Correlation (2002)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Testing for unit roots in heterogeneous panels (2003)
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References

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  • 2017

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Can volume predict Bitcoin returns and volatility? A quantiles-based approach
749 cited
  • 1989Efficient Parameter Estimation for Self-Similar Processes692 cited
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    • 2020The evolution of the cryptocurrencies market: A complex networks approach49 cited