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pro vyhledávání: '"Hien Thi Thu Luong"'
Publikováno v:
Asia-Pacific Financial Markets. 29:79-93
This paper is the first empirical paper to study the relationship between Bitcoin energy consumption and its market. Using the variance decompositions in combination with realized semi-variances for daily data, we find a relationship between Bitcoin
Autor:
Hien Thi Thu Luong, Quang Thu Luu
Publikováno v:
The Journal of Asian Finance, Economics and Business. 7:147-158
We apply Return Dispersion Model by calculating CSAD (Cross-sectional standard deviation of return) and State Space Model to identify herding behavior in the period of pandemic (H1N1 and COVID-19) Employing data from TEJ and Data Stream, this paper e