Modeling of the bitcoin volatility through key financial environment variables: An application of conditional correlation mgarch models

  1. Cebrián-Hernández, Á.
  2. Jiménez-Rodríguez, E.
Journal:
Mathematics

ISSN: 2227-7390

Year of publication: 2021

Volume: 9

Issue: 3

Pages: 1-16

Type: Article

DOI: 10.3390/MATH9030267 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus