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Keywords: 分量向量自我迴歸 (QVAR)
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Journal Articles
European Journal of Management and Business Economics (2024) 33 (1): 74–95.
Published: 31 March 2023
...://creativecommons.org/licences/by/4.0/legalcode Stock market COVID-19 pandemic Cryptocurrency QVAR Dynamic connectedness 股票市場 2019冠狀病毒病全球大流行 加密貨幣 分量向量自我迴歸 (QVAR) 動態關聯 In their 2020 paper, Corbet et al. discuss how COVID-19 might contagiously affect gold and cryptocurrency, suggesting...
