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High frequency multiscale relationships among major cryptocurrencies: portfolio management implications

Walid Mensi1, Mobeen Ur Rehman2, Muhammad Shafiullah3

  • 1Department of Economics and Finance, College of Economics and Political Science, Sultan Qaboos University, Muscat, Oman.

Financial Innovation
|January 13, 2022
PubMed

Keywords:
CryptocurrencyHigh frequency analysisNonlinear multiscale causalityRolling window wavelet correlation

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