GARCH generated volatility indices of Bitcoin and CRIX
Year of publication: |
2020
|
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Authors: | Venter, Pierre J. ; Maré, Eben |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 6/121, p. 1-15
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Subject: | cryptocurrency index | Bitcoin | GARCH | volatility index | Volatilität | Volatility | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Aktienindex | Stock index | Index | Index number | Elektronisches Zahlungsmittel | Electronic payment | Index-Futures | Index futures |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm13060121 [DOI] hdl:10419/239209 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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