A Study of Dynamic Cointegration of Gold and Bitcoin --- Based on Semiparametric MIDAS Quantile Regression Model

YE Wuyi, SUN Liping, MIAO Baiqi

Journal of Systems Science and Mathematical Sciences ›› 2020, Vol. 40 ›› Issue (7) : 1270-1285.

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Journal of Systems Science and Mathematical Sciences ›› 2020, Vol. 40 ›› Issue (7) : 1270-1285. DOI: 10.12341/jssms13923

A Study of Dynamic Cointegration of Gold and Bitcoin --- Based on Semiparametric MIDAS Quantile Regression Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2020, 40(7): 1270-1285 https://doi.org/10.12341/jssms13923

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