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~isPartOf:"Applied economics"
~person:"Caporin, Massimiliano"
~person:"Gupta, Rangan"
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ARCH model
2
ARCH-Modell
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Volatility
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Volatilität
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Bitcoin
1
Börsenkurs
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Caporin, Massimiliano
Gupta, Rangan
Blazsek, Szabolcs
6
Zhang, Yaojie
6
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5
Kim, Jong-Min
4
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3
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Applied economics
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Asymmetry and leverage in GARCH models : a News Impact Curve perspective
Caporin, Massimiliano
;
Costola, Michele
- In:
Applied economics
51
(
2019
)
31
,
pp. 3345-3364
Persistent link: https://www.econbiz.de/10012196836
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2
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie
;
Das, Mahamitra
;
Gupta, Rangan
;
Roubaud, David
- In:
Applied economics
50
(
2018
)
55
,
pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940
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