On the volatility of cryptocurrencies
by: Thanasis Stengos (University of Guelph), Theodore Panagiotidis (University of Macedonia), Georgios Papapanagiotou (University of Macedonia)
| Year of publication: |
[2022]
|
|---|---|
| Authors: | Stengos, Thanasēs ; Panagiōtidēs, Theodōros ; Papapanagiotou, Georgios |
| Publisher: |
Guelph, Ontario, Canada : Department of Economics and Finance, Gordon S. Lang School of Business and Economics, University of Guelph |
| Subject: | Bitcoin | Cryptocurrency | Volatility | GARCH | Markov-switching | Information criteria | ARCH-Modell | ARCH model | Volatilität | Virtuelle Währung | Virtual currency | Markov-Kette | Markov chain | Börsenkurs | Share price | Elektronisches Geld | Electronic money |
freely available
| Extent: | 1 Online-Ressource (circa 49 Seiten) Illustrationen |
|---|---|
| Series: | Discussion paper. - Guelph, Ontario, Canada : Department of Economics and Finance, Gordon S. Lang School of Business and Economics, University of Guelph, ZDB-ID 3000222-9. - Vol. 2022, 02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012938838