Commodity prices, tax purpose recognition and bitcoin volatility : using ARCH/GARCH modeling
Raja Nabeel-Ud-Din Jalal, Massimo Sargiacomo, Najam Us Sahar
| Year of publication: |
2020
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| Authors: | Jalal, Raja Nabeel-Ud-Din ; Sargiacomo, Massimo ; Sahar, Najam Us |
| Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 7.2020, 11, p. 251-257
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| Subject: | Bitcoin | Commodity Prices | Recognition | ARCH | GARCH | Volatilität | Volatility | Rohstoffpreis | Commodity price | ARCH-Modell | ARCH model | Virtuelle Währung | Virtual currency | Theorie | Theory | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2020.vol7.no11.251 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012671677