High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Walid Mensi, Ahmet Sensoy, Aylin Aslan, Sang Hoon Kang
| Year of publication: |
2019
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|---|---|
| Authors: | Mensi, Walid ; Sensoy, Ahmet ; Aslan, Aylin ; Kang, Sang Hoon |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 50.2019, p. 1-16
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| Subject: | Asymmetric volatility connectedness | Bitcoin | High frequency | Precious metals | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Edelmetall | Precious metal | ARCH-Modell | ARCH model | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012203700