Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Year of publication: |
2023
|
---|---|
Authors: | Ghosh, Bikramaditya ; Bouri, Elie ; Wee, Jung Bum ; Zulfiqar, Noshaba |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 65.2023, p. 1-16
|
Subject: | Asymmetric volatility | Bitcoin and cryptocurrencies | Fat tails | GARCH-models | Long memory | Non-fungible token (NFT) | ARCH-Modell | ARCH model | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
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