SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On the Relationship of Cryptocurrency Price with US Stock and Gold Price Using Copula Models
16 references·3 citing·30 second hop
On the Relationship of Cryptocurrency Price with US Stock and Gold Price Using Copula Models (2020)On the Relationship of Cryptocurrency Pri…An analysis of cryptocurrencies conditional cross correlations (2019)An analysis of cryptocurrenci…Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Portfolio diversification wit…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…An Empirical Investigation of Volatility Dynamics in the Cryptocurrency Market (2018)An Empirical Investigation of…Testing for Granger Non-causality in Heterogeneous Panels (2012)Testing for Granger Non-causa…Testing for Granger non-causality in heterogeneous panels (2012)Testing for Granger non-causa…Gaussian copula marginal regression (2012)Gaussian copula marginal regr…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations (2002)A Multivariate Generalized Au…Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH (2001)Theoretical and Empirical pro…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…All in the family Nesting symmetric and asymmetric GARCH models (1995)All in the family Nesting sym…A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Modelling the Coherence in Sh…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Analysing consumer switching behaviour and financial antecedents to determine the intention to use central bank digital currency: evidence from the Indian economy (2024)Analysing consumer switching …Analyzing spillover effects of selected cryptocurrencies on gold and brent crude oil under COVID-19 pandemic: Evidence from GJR-GARCH and EVT copula methods (2023)Analyzing spillover effects o…A new hybrid machine learning model for predicting the bitcoin (BTC-USD) price (2022)A new hybrid machine learning…ARCH modeling in finance (1992)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)Investigation of environmental Kuznets curve for ecological footprint: The role of energy and financial development (2018)Toward a sustainable environment: Nexus between CO2 emissions, resource rent, renewable and nonrenewable energy in 16-EU countries (2018)A Capital Asset Pricing Model with Time-Varying Covariances (1988)The Econometrics of Financial Markets (1997)Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models (2000)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)The Econometrics of Financial Markets (2012)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A long memory property of stock market returns and a new model (1993)Understanding Relationships Using Copulas (1998)Goodness-of-fit tests for copulas: A review and a power study (2007)The t Copula and Related Copulas (2007)Modeling and Forecasting Realized Volatility (2001)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Dynamic impact of trade policy, economic growth, fertility rate, renewable and non-renewable energy consumption on ecological footprint in Europe (2019)Dynamic relationship among environmental regulation, innovation, CO2 emissions, population, and economic growth in OECD countries: A panel investigation (2019)Effect of natural resources, renewable energy and economic development on CO2 emissions in BRICS countries (2019)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2012Testing for Granger non-causality in heterogeneous panels5,911 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH1,401 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations1,198 cited
  • 2012Testing for Granger Non-causality in Heterogeneous Panels956 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
  • 1995All in the family Nesting symmetric and asymmetric GARCH models723 cited
  • 2018Portfolio diversification with virtual currency: Evidence from bitcoin633 cited
  • 2012Gaussian copula marginal regression182 cited
  • 2018

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

An Empirical Investigation of Volatility Dynamics in the Cryptocurrency Market
174 cited
  • 2019An analysis of cryptocurrencies conditional cross correlations141 cited
  • Cited by

    • 2022A new hybrid machine learning model for predicting the bitcoin (BTC-USD) price35 cited
    • 2023Analyzing spillover effects of selected cryptocurrencies on gold and brent crude oil under COVID-19 pandemic: Evidence from GJR-GARCH and EVT copula methods25 cited
    • 2024Analysing consumer switching behaviour and financial antecedents to determine the intention to use central bank digital currency: evidence from the Indian economy15 cited