Asymmetric volatility in cryptocurrencies
Dirk G. Baur, Thomas Dimpfl
| Year of publication: |
2018
|
|---|---|
| Authors: | Baur, Dirk G. ; Dimpfl, Thomas |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 173.2018, p. 148-151
|
| Subject: | Asymmetric volatility | Bitcoin | Cryptocurrencies | FOMO | Virtuelle Währung | Virtual currency | Volatilität | Volatility | ARCH-Modell | ARCH model | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.10.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012022970