Market uncertainty and correlation between Bitcoin and Ether
Kei Nakagawa, Ryuta Sakemoto
| Year of publication: |
2022
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|---|---|
| Authors: | Nakagawa, Kei ; Sakemoto, Ryuta |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 50.2022, p. 1-6
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| Subject: | Quantile regression | Cryptocurrencies | Gold | VIX | ADCC GARCH | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Volatilität | Volatility | Korrelation | Correlation | Regressionsanalyse | Regression analysis | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103216 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014239961