Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework
Bin-xia Chen, Yan-Lin Sun
Topics & Concepts
KurtosisSkewnessSocial connectednessSpillover effectCryptocurrencyEconomicsEconometricsVolatility (finance)Stochastic volatilityVolatility smileFinancial economicsImplied volatilityMathematicsStatisticsMicroeconomicsComputer scienceComputer securityPsychologyPsychotherapistBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityFinancial Markets and Investment Strategies