Influencer detection meets network autoregression — Influential regions in the bitcoin blockchain
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DOI: 10.1016/j.jempfin.2024.101529
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Cited by:
- Kexin Zhang & Simon Trimborn, 2024. "Influential assets in Large-Scale Vector AutoRegressive Models," Tinbergen Institute Discussion Papers 24-080/III, Tinbergen Institute.
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More about this item
Keywords
Bitcoin blockchain; Network dynamics; Two-layer sparsity;All these keywords.
JEL classification:
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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