Effect of weather on cryptocurrency index : evidences from coinbase index
Chinnadurai Kathiravan, Murugesan Selvam, Balasundram Maniam, Sankaran Venkateswar, J. Gayathri & Amrutha Pavithran
| Year of publication: |
2019
|
|---|---|
| Authors: | Kathiravan, Chinnadurai ; Selvam, Murugesan ; Maniam, Balasundram ; Venkateswar, Sankaran ; Gayathri, J. ; Pavithran, Amrutha |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 10.2019, 4, p. 108-118
|
| Subject: | cryptocurrency | weather effect | risk | volatility | ARCH | GARCH | Bitcoin | Volatilität | Volatility | Wetter | Weather | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Aktienindex | Stock index | Risiko | Risk | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5430/ijfr.v10n4p108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012321548