Volatility and dependence in cryptocurrency and financial markets : a copula approach
Jinan Liu and Apostolos Serletis
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Jinan ; Serletis, Apostolos |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 28.2024, 1, p. 119-149
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| Subject: | Bitcoin price | copula | cryptocurrency price | GARCH-in-Mean model | Multivariate Verteilung | Multivariate distribution | Virtuelle Währung | Virtual currency | Volatilität | Volatility | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2022-0029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014506890