The causal relationship between returns and trading volume in cryptocurrency markets recursive evolving approach
This chapter examines the time-varying causal relationship between trading volume and returns in cryptocurrency markets. The chapter employs a novel Granger causality framework based on a recursive evolving window procedure. The procedures allow detecting changes in causal relationships among time s...
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| Veröffentlicht in: | Blockchain economics and financial market innovation |
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| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
2019
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