A comparison of the stylised facts of Bitcoin, Ethereum and the JSE stock returns
Year of publication: |
2021
|
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Authors: | Kaseke, Forbes ; Ramroop, Shaun ; Mhwambi, Henry |
Published in: |
African finance journal. - Cape Town : Africagrowth Institute, ISSN 1605-9786, ZDB-ID 2852153-5. - Vol. 23.2021, 2 (1.12.), p. 50-64
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Subject: | Bitcoin | Ethereum Gold | GARCH | volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Südafrika | South Africa | Großbritannien | United Kingdom | Virtuelle Währung | Virtual currency |
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