Search Results - subject:"Conditional heteroscedasticity" - EconBiz

The impact of the COVID-19 pandemic on the volatility of cryptocurrencies

Karagiannopoulou, Sofia; Ragazou, Konstantina; Passas, … - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-17

This study aimed to investigate the interactions between Bitcoin to euro, gold, and STOXX50 during the period of COVID-19. First, a bibliometric analysis based on the R package was applied to highlight the research trends in the field during the period of the COVID-19 pandemic. While...

Persistent link: https://www.econbiz.de/10014284682

Modelling and forecasting volatility in international financial markets

Enow, Samuel Tabot - 2023

Persistent link: https://www.econbiz.de/10014287162

A local premium and fluctuations : an empirical study on KorBit and the international market

Kim, Chae-yŏng; Lee, Joon-Hyuck - In: Seoul journal of economics : SJE 36 (2023) 2, pp. 233-246

Persistent link: https://www.econbiz.de/10014287845

On the volatility and market inefficiency of Bitcoin during the COVID-19 pandemic

Rufino, Cesar C. - In: DLSU business & economics review 32 (2023) 2, pp. 23-32

Persistent link: https://www.econbiz.de/10014287859

Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of applied econometrics 38 (2023) 2, pp. 164-185

Persistent link: https://www.econbiz.de/10014287961

The relationship between exchange rate volatility and stock index return : evidence from Turkey

Kiliç, Akile; Kula, Veysel; Özdemir, Letife - In: Prizren social science journal 7 (2023) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10014288009

Realized BEKK-CAW models

Asai, Manabu; So, Mike Ka-pui - In: Journal of time series econometrics 15 (2023) 1, pp. 49-77

Persistent link: https://www.econbiz.de/10014288366

Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach

Gupta, Rangan; Pierdzioch, Christian - In: Financial innovation : FIN 9 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014288917

Portfolio flows and exchange rate volatility : an empirical estimation for BRICS countries

Chaudhari, Dipak R.; Trivedi, Pushpa L.; Kumar, Prabhat - 2023

Persistent link: https://www.econbiz.de/10014315323

Forecasting bitcoin volatility : exploring the potential of deep learning

Pratas, Tiago E.; Ramos, Filipe R.; Rubio, Lihki - In: Eurasian economic review : a journal in applied … 13 (2023) 2, pp. 285-305

Persistent link: https://www.econbiz.de/10014315637

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