Unveiling interconnectedness and volatility transmission : a novel GARCH analysis of leading global cryptocurrencies
Year of publication: |
2024
|
---|---|
Authors: | Vigg Kushwah, Silky ; Hundal, Shab ; Goel, Payal |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 14.2024, 3, p. 132-139
|
Subject: | Bitcoin | Cryptocurrency | Ethereum | Litecoin | DASH | Ripple's XRP | Volatility | ARCH-Modell | ARCH model | Volatilität | Virtuelle Währung | Virtual currency | Welt | World |
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