Volatility dynamics of cryptocurrencies' returns : an econometric study
Vandana Dangi
| Year of publication: |
2020
|
|---|---|
| Authors: | Dangi, Vandana |
| Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 2521131-6. - Vol. 26.2020, 1, p. 5-30
|
| Subject: | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Ökonometrie | Econometrics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012382175