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エヌビディア【NVDA】の掲示板 2024/05/01〜2024/05/02
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571
>>565
‘In terms of the most notable cross-asset class links, we find that crypto assets exhibit a significant level of connectedness with global equities, while the spillovers with bond indices and the USD are relatively modest’
us_*****
>>549
ざっと読みましたけど
ボラティリティとリターンを合成した数字を比較してるので
投資家が見ても役に立たなくないですか？w
価格が動く要因については一切解析されておらず
価格の動き自体の相関性を調べる資料だったんですがｗ
>The analysis in this paper is conducted for both asset returns and >volatilities.
>The reason for considering both has to do with some differences in the way >they capture the comovement of assets.