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High frequency multiscale relationships among major cryptocurrencies: portfolio management implications
16 references·4 citing·40 second hop
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References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
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  • 2021Fintech investments in European banks: a hybrid IT2 fuzzy multidimensional decision-making approach394 cited
  • 2018What Causes the Attention of Bitcoin?389 cited
  • 2020

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Bankruptcy prediction for SMEs using transactional data and two-stage multiobjective feature selection
381 cited
  • 2018Co-explosivity in the cryptocurrency market369 cited
  • Cited by

    • 2022Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test59 cited
    • 2024Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach26 cited
    • 2024Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data22 cited
    • 2024Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications20 cited