Higher moment connectedness in cryptocurrency market
Mudassar Hasan, Muhammad Abubakr Naeem, Muhammad Arif, Larisa Yarovaya
Topics & Concepts
Social connectednessCryptocurrencySpillover effectSkewnessKurtosisEconomicsVolatility (finance)EconometricsMoment (physics)Financial economicsMonetary economicsMathematicsStatisticsMicroeconomicsComputer sciencePsychologyComputer securityPhysicsSocial psychologyClassical mechanicsBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis