Modeling the daily volatility of oil gold dollar bitcoin and Iranian stock markets : an empirical application of a nonlinear space state model
Reza Taleblou, Parisa Mohajeri
| Year of publication: |
2023
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| Authors: | Taleblou, Reza ; Mohajeri, Parisa |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 27.2023, 3, p. 1033-1063
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| Subject: | Bayesian Approach | Bitcoin | Conventional Assets | Dynamic Correlation | Multivariate FactorStochastic Volatility | Nonlinear Space StateModel | Volatilität | Volatility | Wechselkurs | Exchange rate | Korrelation | Correlation | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | US-Dollar | US dollar | Iran | Nichtlineare Regression | Nonlinear regression | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2023.328120.1007235 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015400866