Volatility dynamics of cryptocurrencies' returns : an econometric study
Year of publication: |
2020
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Authors: | Dangi, Vandana |
Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 2521131-6. - Vol. 26.2020, 1, p. 5-30
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Subject: | ARCH-Modell | ARCH model | Schätzung | Estimation | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
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