Forecasting the stock-cryptocurrency relationship : evidence from a dynamic GAS model
Kris Ivanovski, Abebe Hailemariam
| Year of publication: |
2023
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|---|---|
| Authors: | Ivanovski, Kris ; Hailemariam, Abebe |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 86.2023, p. 97-111
|
| Subject: | Bitcoin | Correlation | Cryptocurrency | Ethereum | Forecasting | Stock price | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Korrelation | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.03.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014431156