Mishra, Amritkant; Dash, Ajit Kumar - In: Journal of Chinese Economic and Foreign Trade Studies 17 (2024) 1, pp. 29-48
Purpose This study aims to investigate the conditional volatility of the Asian stock market concerning Bitcoin and global crude oil price movement. Design/methodology/approach This study uses the newest Dynamic Conditional Correlation (DCC)-Generalized Autoregressive Conditional...
