Vector error correction models to measure connectedness of Bitcoin exchange markets

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Authors: Paolo Giudici, Paolo Pagnottoni

Journal title: Applied Stochastic Models in Business and Industry

Journal number: 36/1

Journal publisher: John Wiley & Sons Inc.

Published year: 2020

Published pages: 95-109

DOI identifier: 10.1002/asmb.2478

ISSN: 1524-1904