A Study of Dynamic Cointegration of Gold and Bitcoin --- Based on Semiparametric MIDAS Quantile Regression Model
YE Wuyi, SUN Liping, MIAO Baiqi
Journal of System Science and Mathematical Science Chinese Series ›› 2020, Vol. 40 ›› Issue (7) : 1270-1285.
A Study of Dynamic Cointegration of Gold and Bitcoin --- Based on Semiparametric MIDAS Quantile Regression Model
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