Time-frequency Extreme Risk Spillover Network of Cryptocurrency Coins, DeFi Tokens and NFTs
Time-frequency Extreme Risk Spillover Network of Cryptocurrency Coins, DeFi Tokens and NFTs
Xingzhi Qiao,Huiming Zhu,Yiding Tang,Cheng Peng
2022 · DOI: 10.1016/j.frl.2022.103489
Finance Research Letters · 55 Citations