Investigating volatility transmission and hedging properties between Bitcoin and Ethereum
Year of publication: |
2019
|
---|---|
Authors: | Beneki, Christina ; Koulis, Alexandros ; Kyriazis, Nikolaos A. ; Papadamou, Stephanos |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 48.2019, p. 219-227
|
Subject: | Cryptocurrencies | Hedging | Multivariate GARCH models | VAR models | Volatility spillovers | Volatilität | Volatility | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Virtuelle Währung | Virtual currency | VAR-Modell | VAR model | Theorie | Theory |
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