High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Year of publication: |
2019
|
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Authors: | Mensi, Walid ; Sensoy, Ahmet ; Aslan, Aylin ; Kang, Sang Hoon |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 50.2019, p. 1-16
|
Subject: | Asymmetric volatility connectedness | Bitcoin | High frequency | Precious metals | Volatilität | Volatility | Edelmetall | Precious metal | Welt | World | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
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