Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model
Kris Ivanovski, Abebe Hailemariam
Topics & Concepts
CryptocurrencyAutoregressive conditional heteroskedasticityVolatility (finance)EconometricsEconomicsStock (firearms)CurrencyAutoregressive modelDigital currencyFinancial economicsComputer scienceMonetary economicsEngineeringMechanical engineeringComputer securityBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis