Volatility in the cryptocurrency market (Q2330349)

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Volatility in the cryptocurrency market
scientific article

    Statements

    title
    Volatility in the cryptocurrency market (English)
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    author
    Jinan Liu
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    publication date
    22 October 2019
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    zbMATH Keywords
    cryptocurrency
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    financial markets
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    spillover effects
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    GARCH-in-mean model
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    asymmetric BEKK model
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    volatility transmission
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    Identifiers

    zbMATH DE Number
    7120087
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