GARCH modelling of high-capitalization cryptocurrencies' impacts during bearish markets
Year of publication: |
2020
|
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Authors: | Panagiotis, Anastasiadis ; Efthymios, Katsaros ; Anastasios-Taxiarchis, Koutsioukis ; Athanasios, Pandazis |
Published in: |
Journal of Central Banking Theory and Practice. - ISSN 2336-9205. - Vol. 9.2020, 3, p. 87-106
|
Publisher: |
Warsaw : Sciendo |
Subject: | Bitcoin | Ethereum | Ripple | Garch | Volatility | Bear market |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.2478/jcbtp-2020-0038 [DOI] 1738004899 [GVK] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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GARCH modelling of high-capitalization cryptocurrencies’ impacts during bearish markets
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