Are GARCH and DCC values of 10 cryptocurrencies affected by COVID-19?
Year of publication: |
2022
|
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Authors: | Yan, Kejia ; Yan, Huqin ; Gupta, Rakesh |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 3, Art.-No. 113, p. 1-25
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Subject: | cryptocurrencies | dynamic conditional correlation | generalized autoregressive conditional heteroscedasticity | COVID-19 pandemic | ARCH-Modell | ARCH model | Coronavirus | Virtuelle Währung | Virtual currency |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15030113 [DOI] hdl:10419/258836 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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