Browsing Cilt: 23 Sayı: 1 by Subject "Connectedness Networks"
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Dynamic volatility connectedness among cryptocurrencies: evidence from time-frequency connectedness networks
(Anadolu Üniversitesi, 2023)This study examines the time-varying connectedness among the realized volatilities of seven major cryptocurrencies between January 2020 and May 2022. To this end, we implement the time and frequency connectedness time-varying ...