Volatility Spillover Effects in Leading Cryptocurrencies : A BEKK-MGARCH Analysis
Year of publication: |
2018
|
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Authors: | Katsiampa, Paraskevi |
Other Persons: | Corbet, Shaen (contributor) ; Lucey, Brian M. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Virtuelle Währung | Virtual currency |
Extent: | 1 Online-Ressource (12 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 16, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3232912 [DOI] |
Classification: | C5 - Econometric Modeling ; C32 - Time-Series Models ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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