Return and volatility linkages between Bitcoin, gold price, and oil price : evidence from diagonal BEKK-GARCH model

Surachai Chancharat and Julaluk Butda

Year of publication:	2022
Authors:	Surachai Chancharat ; Julaluk Butda
Published in:	Environmental, social, and governance perspectives on economic development in Asia ; part A. - Bingley, UK : emerald Publishing, ISBN 978-1-80117-595-1. - 2022, p. 69-81
Subject:	Bitcoin \| dynamic linkage \| gold price \| multivariate GARCH \| oil price \| volatility \| Volatilität \| Volatility \| Ölpreis \| Oil price \| ARCH-Modell \| ARCH model \| Gold \| Preis \| Price \| Aktienindex \| Stock index \| Welt \| World \| Virtuelle Währung \| Virtual currency

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