The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect
Afees A. Salisu, Ahamuefula E. Ogbonna
Topics & Concepts
CryptocurrencyVolatility (finance)EconometricsAutoregressive conditional heteroskedasticityPandemicCoronavirus disease 2019 (COVID-19)EconomicsPredictabilityCurrencyDigital currencyRealized varianceFinancial economicsStochastic volatilityMonetary economicsComputer scienceStatisticsMathematicsComputer securityMedicineInfectious disease (medical specialty)DiseasePathologyBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityFinancial Markets and Investment Strategies