Investigating the relationship between volatilities of cryptocurrencies and other financial assets
Achraf Ghorbel, Ahmed Jeribi
Topics & Concepts
CryptocurrencyVolatility (finance)Autoregressive conditional heteroskedasticitySpillover effectEconomicsDiversification (marketing strategy)Monetary economicsFinancial economicsBusinessEconometricsComputer scienceMacroeconomicsMarketingComputer securityBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis