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MGARCH
Virtual currency
17
Virtuelle Währung
17
Volatility
12
Volatilität
12
Bitcoin
11
Cryptocurrency
7
Electronic money
7
Elektronisches Geld
7
ARCH model
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ARCH-Modell
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Capital income
4
Kapitaleinkommen
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Cryptocurrencies
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Spillover effect
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Spillover-Effekt
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Welt
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World
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Asymmetric Diagonal BEKK
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Coronavirus
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EU countries
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EU-Staaten
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Estimation
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Ether
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Euro area
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Eurozone
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Financial crisis
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Finanzmarkt
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Greece
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Griechenland
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Immobilienpreis
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Mean Reversion
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Schätzung
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Katsiampa, Paraskevi
3
Begiazi, Kyriaki
1
Corbet, Shaen
1
Lucey, Brian M.
1
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Journal of international financial markets, institutions & money
1
Research in international business and finance
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
3
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An empirical investigation of volatility dynamics in the cryptocurrency market
Katsiampa, Paraskevi
- In:
Research in international business and finance
50
(
2019
),
pp. 322-335
Persistent link: https://www.econbiz.de/10012177674
Saved in:
2
Modelling UK house prices with structural breaks and conditional variance analysis
Begiazi, Kyriaki
;
Katsiampa, Paraskevi
- In:
The journal of real estate finance and economics
58
(
2019
)
2
,
pp. 290-309
Persistent link: https://www.econbiz.de/10012151936
Saved in:
3
High frequency volatility co-movements in cryptocurrency markets
Katsiampa, Paraskevi
;
Corbet, Shaen
;
Lucey, Brian M.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 35-52
Persistent link: https://www.econbiz.de/10012262439
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