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Global economy journal : GEJ
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The effects of gold, stock markets and geopolitical uncertainty on Bitcoin prices and volatility
Kyriazis, Nikolaos A.
- In:
Global economy journal : GEJ
20
(
2020
)
4
,
pp. 2050020-1-2050020-15
Persistent link: https://www.econbiz.de/10012487485
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Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives
Ahčan, Aleš
- In:
Insurance: Mathematics and Economics
50
(
2012
)
1
,
pp. 131-138
driven by a Levy noise with seasonally adjusted
asymmetric
ARCH
process for volatility. More precisely, we model the …
Persistent link: https://www.econbiz.de/10011046604
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