Do Bitcoin and other cryptocurrencies jump together?
Elie Bouri, David Roubaud, Syed Jawad Hussain Shahzad
| Year of publication: |
2020
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|---|---|
| Authors: | Bouri, Elie ; Roubaud, David ; Shahzad, Syed Jawad Hussain |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 76.2020, p. 396-409
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| Subject: | Jumps | Co-Jumps | Volatility | Trading volume | Bitcoin | Cryptocurrencies | Virtuelle Währung | Virtual currency | Volatilität | Elektronisches Geld | Electronic money | Handelsvolumen der Börse | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2019.09.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012417804