Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic volatility models
Aviral Kumar Tiwari, Satish Kumar and Rajesh Pathak
| Year of publication: |
2019
|
|---|---|
| Authors: | Tiwari, Aviral Kumar ; Kumar, Satish ; Pathak, Rajesh |
| Subject: | Bitcoin | cryptocurrency | GARCH | Litecoin | stochastic volatility | Virtuelle Währung | Virtual currency | Volatilität | Volatility | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1588951 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012196960