Commodity Prices, Tax Purpose Recognition and Bitcoin Volatility: Using ARCH/GARCH Modeling

Autor:	Najam Us Sahar, Massimo Sargiacomo, Raja Nabeel-Ud-Din Jalal
Rok vydání:	2020
Předmět:	Economics and Econometrics Autoregressive conditional heteroskedasticity Econometrics Economics Arch Volatility (finance) Finance Management Information Systems
Zdroj:	The Journal of Asian Finance, Economics and Business. 7:251-257
ISSN:	2288-4645 2288-4637
DOI:	10.13106/jafeb.2020.vol7.no11.251
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::eeb74329dc29e8279d058755057a9751 https://doi.org/10.13106/jafeb.2020.vol7.no11.251 Zobrazit plný text záznamu