Co-jump dynamicity in the cryptocurrency market: A network modelling perspective
Lei Zhang, Elie Bouri, Yan Chen
Topics & Concepts
CryptocurrencyJumpPortfolioEconometricsEconomicsVolatility (finance)Ranking (information retrieval)Financial economicsComputer sciencePhysicsComputer securityQuantum mechanicsMachine learningBlockchain Technology Applications and SecurityComplex Systems and Time Series AnalysisFinancial Markets and Investment Strategies