The relationship between implied volatility and cryptocurrency returns
Erdinc Akyildirim, Shaen Corbet, Brian Lucey, Ahmet Sensoy, Larisa Yarovaya
| Year of publication: |
2020
|
|---|---|
| Authors: | Akyildirim, Erdinc ; Corbet, Shaen ; Lucey, Brian M. ; Sensoy, Ahmet ; Yarovaya, Larisa |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 33.2020, p. 1-10
|
| Subject: | Cryptocurrencies | DCC-GARCH | GARCH | VIX | Volatility | VSTOXX | Volatilität | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.06.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430938