Leverage effect in cryptocurrency markets
Jing-Zhi Huang, Jun Ni, Li Xu
| Year of publication: |
2022
|
|---|---|
| Authors: | Huang, Jing-Zhi ; Ni, Jun ; Xu, Li |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 73.2022, p. 1-26
|
| Subject: | Cryptocurrency | Stochastic volatility | Leverage effect | Particle filters | Sequential learning | Simultaneous and correlated jumps | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Korrelation | Correlation | Kapitalstruktur | Capital structure | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101773 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013389124