Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach
Autor: | Karim, Muhammad Mahmudul, Ali, Md Hakim, Yarovaya, Larisa, Uddin, Md Hamid, Hammoudeh, Shawkat |
---|---|
Zdroj: | In International Review of Financial Analysis November 2023 90 |
Databáze: | ScienceDirect |
Externí odkaz: |