Volatility and dependence in cryptocurrency and financial markets: a copula approach

DOI10.1515/snde-2022-0029MaRDI QIDQ6645228

Jinan Liu, Apostolos Serletis

Publication date: 28 November 2024

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

zbMATH Keywords

copulaGARCH-in-mean modelBitcoin pricecryptocurrency price

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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