An enhanced Multivariate Markov Chain method for modelling cross-market influences on cryptocurrencies

Published in Decision Analytics Journal, 2026

Recommended citation: Reyna, A., & Damásio, B. (2026). An enhanced Multivariate Markov Chain method for modelling cross-market influences on cryptocurrencies. Decision Analytics Journal, 20, 100739. https://doi.org/10.1016/j.dajour.2026.100739