Long memory in Bitcoin and ether returns and volatility and Covid-19 pandemic
Year of publication: |
2023
|
---|---|
Authors: | Ortiz, Edgar ; Cabello-Rosales, Alejandra |
Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 40.2023, 3, p. 411-424
|
Subject: | Bitcoin | Conditional volatility | Covid-19 | Ethereum | Volatilität | Volatility | Coronavirus | Virtuelle Währung | Virtual currency | Epidemie | Epidemic | ARCH-Modell | ARCH model | Welt | World | Elektronisches Geld | Electronic money | Wirkungsanalyse | Impact assessment | Kapitaleinkommen | Capital income |
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