Exploring the driving forces of the Bitcoin currency exchange rate dynamics : an EGARCH approach
Siwen Zhou
| Year of publication: |
2021
|
|---|---|
| Authors: | Zhou, Siwen |
| Subject: | Bitcoin | EGARCH | Event analysis | Reuters news | Financial markets | Virtuelle Währung | Virtual currency | Wechselkurs | Exchange rate | Finanzmarkt | Financial market | Volatilität | Volatility | ARCH-Modell | ARCH model | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | US-Dollar | US dollar | Elektronisches Zahlungsmittel | Electronic payment |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-019-01776-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012490298