Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR

The North American Journal of Economics and Finance 2026

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Authors: Giovanni Bonaccolto, Sayar Karmakar, Elie I. Bouri, Rangan Gupta

DOI: 10.1016/j.najef.2026.102668

Cited by: 1

References: 46

Fields of Study & Subjects

Blockchain Technology Applications and Security Market Dynamics and Volatility Financial Risk and Volatility Modeling

References 46