Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
2199-4730
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis ; volume:8 ; number:1 ; day:3 ; month:2 ; year:2022 ; pages:1-38 ; date:12.2022
Financial innovation ; 8, Heft 1 (3.2.2022), 1-38, 12.2022
- Classification
-
Wirtschaft
- Creator
-
Özdemir, Onur
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1186/s40854-021-00319-0
- URN
-
urn:nbn:de:101:1-2022042020310343601864
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:31 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Özdemir, Onur
- SpringerLink (Online service)
Other Objects (12)
Price discovery in the cryptocurrency option market: A univariate GARCH approach
Assessing the risk characteristics of the cryptocurrency market: A GARCH-EVT-Copula approach
Long- and short-term cryptocurrency volatility components: A GARCH-MIDAS analysis
Competition in the cryptocurrency market
Persistence in the cryptocurrency market
Persistence in the Cryptocurrency Market
Competition in the Cryptocurrency Market
Persistence in the cryptocurrency market
Price overreactions in the cryptocurrency market
Price Overreactions in the Cryptocurrency Market
On the performance of cryptocurrency funds
Price overreactions in the cryptocurrency market
Price discovery in the cryptocurrency option market: A univariate GARCH approach
Assessing the risk characteristics of the cryptocurrency market: A GARCH-EVT-Copula approach
Long- and short-term cryptocurrency volatility components: A GARCH-MIDAS analysis
Competition in the cryptocurrency market
Persistence in the cryptocurrency market
Persistence in the Cryptocurrency Market
Competition in the Cryptocurrency Market
Persistence in the cryptocurrency market
Price overreactions in the cryptocurrency market
Price Overreactions in the Cryptocurrency Market
On the performance of cryptocurrency funds
Price overreactions in the cryptocurrency market
Price discovery in the cryptocurrency option market: A univariate GARCH approach
Assessing the risk characteristics of the cryptocurrency market: A GARCH-EVT-Copula approach
Long- and short-term cryptocurrency volatility components: A GARCH-MIDAS analysis
Competition in the cryptocurrency market
Persistence in the cryptocurrency market
Persistence in the Cryptocurrency Market
Competition in the Cryptocurrency Market
Persistence in the cryptocurrency market
Price overreactions in the cryptocurrency market
Price Overreactions in the Cryptocurrency Market
On the performance of cryptocurrency funds