Asymmetric volatility in cryptocurrency markets : new evidence from smooth transition GARCH models
Nidhaleddine Ben Cheikh, Younes Ben Zaied, Julien Chevallier
| Year of publication: |
2020
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|---|---|
| Authors: | Ben Cheikh, Nidhaleddine ; Zaied, Younes Ben ; Chevallier, Julien |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 35.2020, p. 1-9
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| Subject: | Asymmetric volatility | Cryptocurrencies | Smooth transition GARCH | Volatilität | Volatility | ARCH-Modell | ARCH model | Virtuelle Währung | Virtual currency | Schätzung | Estimation | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.09.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012438388