Return, volatility and shock spillovers of Bitcoin with energy and technology companies
Year of publication: |
2018
|
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Authors: | Symitsi, Efthymia ; Chalvatzis, Konstantinos J. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 170.2018, p. 127-130
|
Subject: | Bitcoin | Energy | Multivariate GARCH | Spillovers | Technology | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Börsenkurs | Share price |
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