Return volatility of Asian stock exchanges : a GARCH DCC analysis with reference of Bitcoin and global crude oil price movement
Amritkant Mishra and Ajit Kumar Dash
| Year of publication: |
2024
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|---|---|
| Authors: | Mishra, Amritkant ; Dash, Ajit Kumar |
| Published in: |
Journal of Chinese economic and foreign trade studies. - Bingley : Emerald, ISSN 1754-4416, ZDB-ID 2421758-X. - Vol. 17.2024, 1, p. 29-48
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| Subject: | Bitcoin | Crude oil | Return volatility and GARCH DCC | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Welt | World | Börsenkurs | Share price | Aktienmarkt | Virtuelle Währung | Virtual currency | Erdöl | Petroleum | Asien | Asia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JCEFTS-01-2024-0009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015418429