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Volatility estimation for Bitcoin : a comparison of GARCH models
Katsiampa, Paraskevi - In: Economics letters 158 (2017), pp. 3-6
Persistent link: https://www.econbiz.de/10011849728
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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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Volatility co-movement between Bitcoin and Ether
Katsiampa, Paraskevi - In: Finance research letters 30 (2019), pp. 221-227
Persistent link: https://www.econbiz.de/10012420499
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An application of extreme value theory to cryptocurrencies
Gillas, Konstantinos Gkillas; Katsiampa, Paraskevi - In: Economics letters 164 (2018), pp. 109-11
Persistent link: https://www.econbiz.de/10011939961
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Asymmetric mean reversion of Bitcoin price returns
Corbet, Shaen; Katsiampa, Paraskevi - In: International review of financial analysis 71 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012435719
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Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets
Corbet, Shaen; Katsiampa, Paraskevi; Lau, Chi Keung - In: International review of financial analysis 71 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012437167
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Information demand and cryptocurrency market activity
Katsiampa, Paraskevi; Moutsianas, Konstantinos; … - In: Economics letters 185 (2019), pp. 1-5
Persistent link: https://www.econbiz.de/10012304948