Volatility in the cryptocurrency market
Jinan Liu, Apostolos Serletis
| Year of publication: |
2019
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|---|---|
| Authors: | Liu, Jinan ; Serletis, Apostolos |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 30.2019, 4, p. 779-811
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| Subject: | Cryptocurrency | Financial markets | Spillover effects | GARCH-in-mean model | Asymmetric BEKK model | Volatility transmission | Volatilität | Volatility | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11079-019-09547-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012155631