of a significant, sustained increase in both the share price and price volatility of Kodak after the KODAKCoin …Eastman Kodak is an American technology company that produces imaging products. In 2018, it announced its intentions to … short-term gains. We analyse the relationships between Kodak, crytocurrency and stock market index returns. We find evidence …

In this paper, the pricing performance of the generalised autoregressive conditional heteroskedasticity (GARCH) option … BTCUSD and the Cyptocurrency Index (CRIX) are generated by making use of the symmetric GARCH option pricing model. The … results indicate that the GARCH option pricing model produces accurate European option prices when compared to market prices …

speculative demand equations in a GARCH framework using hourly data for the period 2013-2018. In line with the theoretical model …