A local premium and fluctuations : an empirical study on KorBit and the international market
Year of publication: |
2023
|
---|---|
Authors: | Kim, Chae-yŏng ; Lee, Joon-Hyuck |
Published in: |
Seoul journal of economics : SJE. - Seoul : [Verlag nicht ermittelbar], ISSN 1225-0279, ZDB-ID 2155601-5. - Vol. 36.2023, 2, p. 233-246
|
Subject: | Bitcoin | multivariate GARCH | kimchi premium | ARCH-Modell | ARCH model | Volatilität | Volatility | Risikoprämie | Risk premium | EU-Staaten | EU countries |
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