smq/directoryAn evolving quant resource archive
Back to directoryResource
Paper / 2026SMQ / 273079974642560
Time-dependent weighted directed networks of cryptocurrency interaction from high-frequency returns
Abhijit Chakraborty / Mahesh Peyyala / Shubhangam Shukla
causal inference / cryptocurrenciesResource overview

Time-dependent weighted directed networks of cryptocurrency interaction from high-frequency returns

Paper2026

by Abhijit Chakraborty, Mahesh Peyyala, Shubhangam Shukla

Tags
causal inferencecryptocurrenciesfinancial networkstime series

Access resource

Open original source Understand this paper

Continue on SelfMadeQuant

Understand this paper

Suggested foundations for financial time series. Specialist prerequisites vary by paper.

Before you read

  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

    Read the fitted relationship and its residuals.

Go further

  1. Cointegration and Error Correction

    Study long-run relationships without confusing them with correlation.

  2. Regression Assumptions and Diagnostics

    Check the assumptions behind reported estimates.

Explore a related reading path

Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Econometrics and Financial Time Series

Keep exploring

Related resources

More ideas from similar topics.

6

From the same author

Abhijit Chakraborty, Mahesh Peyyala, Shubhangam Shukla

3