The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model
Ender Demir, Serdar Simonyan, Conrado Diego García‐Gómez, Chi Keung Marco Lau
Topics & Concepts
Distributed lagAutoregressive modelCryptocurrencyEconometricsEconomicsAsymmetryNonlinear systemShort runLagMonetary economicsComputer scienceComputer securityComputer networkPhysicsQuantum mechanicsBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityEnergy, Environment, and Transportation Policies