Konu "DCC-GARCH" için Web of Science ve Scopus Atıf Dizinlerindeki Yayınlar listeleme
Toplam kayıt 1, listelenen: 1-1
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Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis
(SPRINGER, ONE NEW YORK PLAZA, SUITE 4600 , NEW YORK, NY 10004, UNITED STATES, 2022)This study investigates the dynamic mechanism of fnancial markets on volatility spillovers across eight major cryptocurrency returns, namely Bitcoin, Ethereum, Stellar, Ripple, Tether, Cardano, Litecoin, and Eos from ...