A Predictive Framework Integrating Multi-Scale Volatility Components and Time-Varying Quantile Spillovers: Evidence from the Cryptocurrency Market
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arXiv
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| Main Authors: | Fu, Sicheng, Zhu, Fangfang, Liu, Xiangdong |
|---|---|
| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | |
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