Matches in SemOpenAlex for { <https://semopenalex.org/work/W2968118814> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W2968118814 endingPage "132" @default.
- W2968118814 startingPage "132" @default.
- W2968118814 abstract "Exploring dependence structures between financial time series has been important within a wide range of applications. The main aim of this paper is to examine dependence relationships among five well-known cryptocurrencies—Bitcoin, Ethereum, Litecoin, Ripple, and Stella—by a copula directional dependence (CDD). By employing a neural network autoregression model to avoid the serial dependence in each individual cryptocurrency, we generate residuals of the fitted models with time series of daily log-returns in percentage of the five cryptocurrencies and then we apply a Gaussian copula marginal beta regression model to the residuals to explore the CDD. The results show that the CDD from Bitcoin to Litecoin is highest among all ordered directional dependencies and the CDDs from Ethereum to the other four cryptocurrencies are relatively higher than the CDDs to Ethereum from those cryptocurrencies. This finding implies that the return shocks of Bitcoin have the most effect on Litecoin and the return shocks of Ethereum relatively influence the shocks on the other four cryptocurrencies instead of being affected by them. This allows investors to build the market-timing strategies by observing the directional flow of return shocks among cryptocurrencies." @default.
- W2968118814 created "2019-08-22" @default.
- W2968118814 creator A5023846377 @default.
- W2968118814 creator A5046061462 @default.
- W2968118814 creator A5051301807 @default.
- W2968118814 creator A5061629380 @default.
- W2968118814 date "2019-08-08" @default.
- W2968118814 modified "2023-09-28" @default.
- W2968118814 title "What Coins Lead in the Cryptocurrency Market: Using Copula and Neural Networks Models" @default.
- W2968118814 cites W1911601650 @default.
- W2968118814 cites W1991004523 @default.
- W2968118814 cites W1993498260 @default.
- W2968118814 cites W1998643818 @default.
- W2968118814 cites W2015615053 @default.
- W2968118814 cites W2039734130 @default.
- W2968118814 cites W2057931901 @default.
- W2968118814 cites W2077880535 @default.
- W2968118814 cites W2082854060 @default.
- W2968118814 cites W2127716901 @default.
- W2968118814 cites W2145501956 @default.
- W2968118814 cites W2145856394 @default.
- W2968118814 cites W2336724063 @default.
- W2968118814 cites W2538313831 @default.
- W2968118814 cites W2609732036 @default.
- W2968118814 cites W2694190980 @default.
- W2968118814 cites W2754436083 @default.
- W2968118814 cites W2771030840 @default.
- W2968118814 cites W2788328679 @default.
- W2968118814 cites W2810724309 @default.
- W2968118814 cites W2816105620 @default.
- W2968118814 cites W2883143933 @default.
- W2968118814 cites W2894466258 @default.
- W2968118814 cites W2905582627 @default.
- W2968118814 cites W2941675756 @default.
- W2968118814 cites W2943885180 @default.
- W2968118814 cites W3125260748 @default.
- W2968118814 cites W3125754252 @default.
- W2968118814 doi "https://doi.org/10.3390/jrfm12030132" @default.
- W2968118814 hasPublicationYear "2019" @default.
- W2968118814 type Work @default.
- W2968118814 sameAs 2968118814 @default.
- W2968118814 citedByCount "13" @default.
- W2968118814 countsByYear W29681188142019 @default.
- W2968118814 countsByYear W29681188142020 @default.
- W2968118814 countsByYear W29681188142021 @default.
- W2968118814 countsByYear W29681188142022 @default.
- W2968118814 countsByYear W29681188142023 @default.
- W2968118814 crossrefType "journal-article" @default.
- W2968118814 hasAuthorship W2968118814A5023846377 @default.
- W2968118814 hasAuthorship W2968118814A5046061462 @default.
- W2968118814 hasAuthorship W2968118814A5051301807 @default.
- W2968118814 hasAuthorship W2968118814A5061629380 @default.
- W2968118814 hasBestOaLocation W29681188141 @default.
- W2968118814 hasConcept C106159729 @default.
- W2968118814 hasConcept C149782125 @default.
- W2968118814 hasConcept C162324750 @default.
- W2968118814 hasConcept C17618745 @default.
- W2968118814 hasConcept C180706569 @default.
- W2968118814 hasConcept C38652104 @default.
- W2968118814 hasConcept C41008148 @default.
- W2968118814 hasConceptScore W2968118814C106159729 @default.
- W2968118814 hasConceptScore W2968118814C149782125 @default.
- W2968118814 hasConceptScore W2968118814C162324750 @default.
- W2968118814 hasConceptScore W2968118814C17618745 @default.
- W2968118814 hasConceptScore W2968118814C180706569 @default.
- W2968118814 hasConceptScore W2968118814C38652104 @default.
- W2968118814 hasConceptScore W2968118814C41008148 @default.
- W2968118814 hasIssue "3" @default.
- W2968118814 hasLocation W29681188141 @default.
- W2968118814 hasLocation W29681188142 @default.
- W2968118814 hasOpenAccess W2968118814 @default.
- W2968118814 hasPrimaryLocation W29681188141 @default.
- W2968118814 hasRelatedWork W2065068268 @default.
- W2968118814 hasRelatedWork W2944446553 @default.
- W2968118814 hasRelatedWork W2968118814 @default.
- W2968118814 hasRelatedWork W3113921407 @default.
- W2968118814 hasRelatedWork W3199876671 @default.
- W2968118814 hasRelatedWork W4214500203 @default.
- W2968118814 hasRelatedWork W4286749987 @default.
- W2968118814 hasRelatedWork W4361271044 @default.
- W2968118814 hasRelatedWork W4376312536 @default.
- W2968118814 hasRelatedWork W4381277792 @default.
- W2968118814 hasVolume "12" @default.
- W2968118814 isParatext "false" @default.
- W2968118814 isRetracted "false" @default.
- W2968118814 magId "2968118814" @default.
- W2968118814 workType "article" @default.