Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Bikramaditya Ghosh, Elie Bouri, Jung Bum Wee, Noshaba Zulfiqar
| Year of publication: |
2023
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|---|---|
| Authors: | Ghosh, Bikramaditya ; Bouri, Elie ; Wee, Jung Bum ; Zulfiqar, Noshaba |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 65.2023, p. 1-16
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| Subject: | Asymmetric volatility | Bitcoin and cryptocurrencies | Fat tails | GARCH-models | Long memory | Non-fungible token (NFT) | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.101945 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014432708