2026-10-12T08:12:56Z https://data.mendeley.com/oai

oai:data.mendeley.com/7w4vgf4k26.2 2024-04-12T08:58:31Z

Hall, Mauri Cryptocurrency BTC ETH XRP XLM VAR estimated via GCov Mendeley Data Python code for implementing GCov model on multivariate time series data for closing prices of BTC, ETH, XRP and XLM. This data is used in the paper "Modelling Common Bubbles in Cryptocurrency Prices". Financial Time Series Analysis Cryptocurrency Dataset doi:10.17632/7w4vgf4k26.2 oai:data.mendeley.com/7w4vgf4k26.2 Creative Commons Attribution 4.0 International http://creativecommons.org/licenses/by/4.0 https://data.mendeley.com/datasets/7w4vgf4k26 2024-04-12T08:58:31Z