Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic volatility models
Aviral Kumar Tiwari, Satish Kumar and Rajesh Pathak
| Year of publication: |
2019
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Kumar, Satish ; Pathak, Rajesh |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 37, p. 4073-4082
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| 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 |
| 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