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Regime changes in Bitcoin GARCH volatility dynamics

Ardia, David; Bluteau, Keven; Rüede, Maxime - In: Finance research letters 29 (2019), pp. 266-271

Persistent link: https://www.econbiz.de/10012419095

More to cryptos than bitcoin : a GARCH modelling of heterogeneous cryptocurrencies

Fung, Kennard; Jeong, Jiin; Pereira, Javier - In: Finance research letters 47 (2022) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10013457293

Bitcoin returns and risk : a general GARCH and GAS analysis

Troster, Victor; Tiwari, Aviral Kumar; Shahbaz, Muhammad; … - In: Finance research letters 30 (2019), pp. 187-193

Persistent link: https://www.econbiz.de/10012420417

Hedging bitcoin with other financial assets

Pal, Debdatta; Mitra, Subrata Kumar - In: Finance research letters 30 (2019), pp. 30-36

Persistent link: https://www.econbiz.de/10012420183

An analysis of cryptocurrencies conditional cross correlations

Aslanidis, Nektarios; Bariviera, Aurelio Fernández; … - In: Finance research letters 31 (2019), pp. 130-137

Persistent link: https://www.econbiz.de/10012421231

The relationship between implied volatility and cryptocurrency returns

Akyildirim, Erdinc; Corbet, Shaen; Lucey, Brian M.; … - In: Finance research letters 33 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012430938

Understanding the FTX exchange collapse : a dynamic connectedness approach

Akyildirim, Erdinc; Conlon, Thomas; Corbet, Shaen; … - In: Finance research letters 53 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014472440

Bitcoin and liquidity risk diversification

Ghabri, Yosra; Guesmi, Khaled; Zantour, Ahlem - In: Finance research letters 40 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012819160

The accuracy of risk measurement models on bitcoin market during COVID-19 pandemic

Likitratchoaroen, Danai; Kronprasert, Nopadon; … - In: Risks : open access journal 9 (2021) 12, pp. 1-16

Since late 2019, during one of the largest pandemics in history, COVID-19, global economic recession has continued. Therefore, investors seek an alternative investment that generates profits during this financially risky situation. Cryptocurrency, such as Bitcoin, has become a new currency tool...

Persistent link: https://www.econbiz.de/10012794186

Portfolio value-at-risk with two-sided Weibull distribution : evidence from cryptocurrency markets

Silahli, Baykar; Dingec, Kemal Dincer; Cifter, Atilla; … - In: Finance research letters 38 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012485378