Cryptocurrency BTC ETH XRP XLM VAR estimated via GCov
收藏NIAID Data Ecosystem2026-05-01 收录
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资源简介:
Python code for implementing GCov model on multivariate time series data for closing prices of BTC, ETH, XRP and XLM. This data is used in the paper "Modelling Common Bubbles in Cryptocurrency Prices".
创建时间:
2024-04-12



