More to cryptos than bitcoin : a GARCH modelling of heterogeneous cryptocurrencies
Year of publication: |
2022
|
---|---|
Authors: | Fung, Kennard ; Jeong, Jiin ; Pereira, Javier |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-12
|
Subject: | GARCH | Cryptocurrency | Value-at-Risk | Volatility | ARCH-Modell | ARCH model | Volatilität | Virtuelle Währung | Virtual currency | Risikomaß | Risk measure | Elektronisches Geld | Electronic money |
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