Time- and Quantile-Varying Causality between Investor Attention and Bitcoin Returns: A Rolling-Window Causality-in-Quantiles Approach

Jianqin Hang, Xu Zhang. Time- and Quantile-Varying Causality between Investor Attention and Bitcoin Returns: A Rolling-Window Causality-in-Quantiles Approach. Complexity, 2021, 2021. [doi]

Abstract

Abstract is missing.