Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Ahmad Maaitah"'
Autor:
Ahmad Maaitah, Ranadeva Jayasekera, Mamata Parhi, Tapas Mishra, Marc Gillaizeau, Evgeniia Volokitina
Publikováno v:
International Review of Financial Analysis. 63:86-104
We identify and characterise the ‘givers and the receivers’ of volatility in cross-market Bitcoin prices and discuss international diversification strategies in this context. Using both time and frequency domain mechanisms, we provide estimates o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f3c457ddb96550ea19942749a0d71263
https://doi.org/10.1016/j.irfa.2019.03.005
https://doi.org/10.1016/j.irfa.2019.03.005
Publikováno v:
University of Roehampton-PURE
By modelling dynamism in the global oil market by three essential market-centric observables (viz., Market Expansion, Market Regime, and Market Liquidity), we study forecasting potential of the future oil markets within a memory-driven interdependenc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ab6a41e08417d24a729eca211789b1ee
https://pure.roehampton.ac.uk/portal/en/publications/1b4433c1-3ee2-4c51-a01b-77b50d5a7248
https://pure.roehampton.ac.uk/portal/en/publications/1b4433c1-3ee2-4c51-a01b-77b50d5a7248
