Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis
Sign Up to like & getrecommendations! Published in 2019 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2019.04.154
Abstract: Abstract We study the dynamics of volatility spillover across four major cryptocurrency returns namely Bitcoin, Ethereum, Ripple and Litecoin from 15 − 08 − 2015 to 18 − 01 − 2018 . In the first… read more here.
Keywords: volatility spillover; volatility; currency markets; crypto currency ... See more keywords
Critical slowing down associated with critical transition and risk of collapse in crypto-currency
Sign Up to like & getrecommendations! Published in 2020 at "Royal Society Open Science"
DOI: 10.1098/rsos.191450
Abstract: The year 2017 saw the rise and fall of the crypto-currency market, followed by high variability in the price of all crypto-currencies. In this work, we study the abrupt transition in crypto-currency residuals, which is… read more here.
Keywords: critical transition; critical slowing; currency; crypto currency ... See more keywords
Crypto-Currency: Investing in New Models to Advance the Study of Cryptosporidium Infection and Immunity
Sign Up to like & getrecommendations! Published in 2020 at "Frontiers in Cellular and Infection Microbiology"
DOI: 10.3389/fcimb.2020.587296
Abstract: Cryptosporidiosis is a leading cause of diarrheal disease and an important contributor to global morbidity and mortality. Although the brunt of disease burden is felt by children in developing countries, Cryptosporidium is a ubiquitous intestinal… read more here.
Keywords: immunity; new models; infection; crypto currency ... See more keywords