A local premium and fluctuations : an empirical study on KorBit and the international market
Jae-Young Kim and Joon-Hyuck Lee
| Year of publication: |
2023
|
|---|---|
| Authors: | Kim, Chae-yŏng ; Lee, Joon-Hyuck |
| Subject: | Bitcoin | multivariate GARCH | kimchi premium | ARCH-Modell | ARCH model | Risikoprämie | Risk premium | Volatilität | Volatility |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22904/sje.2023.36.2.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014287845