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  • Search: subject:"Asymmetric Diagonal BEKK"
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Subject
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ARCH model 2 ARCH-Modell 2 Asymmetric Diagonal BEKK 2 MGARCH 2 Virtual currency 2 Virtuelle Währung 2 Volatility 2 Volatilität 2 Bitcoin 1 Conditional correlations 1 Correlation 1 Cryptocurrencies 1 Cryptocurrency 1 Financial market 1 Finanzmarkt 1 High-frequency data 1 Korrelation 1 Time series analysis 1 Zeitreihenanalyse 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
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Katsiampa, Paraskevi 2 Corbet, Shaen 1 Lucey, Brian M. 1
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Journal of international financial markets, institutions & money 1 Research in international business and finance 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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An empirical investigation of volatility dynamics in the cryptocurrency market
Katsiampa, Paraskevi - In: Research in international business and finance 50 (2019), pp. 322-335
Persistent link: https://www.econbiz.de/10012177674
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High frequency volatility co-movements in cryptocurrency markets
Katsiampa, Paraskevi; Corbet, Shaen; Lucey, Brian M. - In: Journal of international financial markets, … 62 (2019), pp. 35-52
Persistent link: https://www.econbiz.de/10012262439
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