Asymmetric connectedness within cryptocurrency ecosystem : an Asymmetric Power ARCH (APARCH) approach
Jules Clément Mba, Magdaline Mbong Mai
| Year of publication: |
2023
|
|---|---|
| Authors: | Mba, Jules Clément ; Mai, Magdaline Mbong |
| Subject: | APARCH | CoVaR | Cryptocurrency | DCC | SES | Systemic risk | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Systemrisiko | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.10520/ejc-finj_v25_n2_a2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014637238