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Time series analysis of Cryptocurrency returns and volatilities · Study

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ArticleTime series analysis of Cryptocurrency returns and volatilities

Rama K. Malladi2020

Article2020

Time series analysis of Cryptocurrency returns and volatilities

Rama K. Malladi · Prakash L. Dheeriya

72 citations·0/0 files stored·Journal of Economics and Finance

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1980Macroeconomics and Reality 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 2002Dynamic Conditional Correlation 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

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Year2020

Typearticle

Published2020-09-18

VenueJournal of Economics and Finance

ISSN-L1055-0925

Languageen

Citations72

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/s12197-020-09526-4

openalex_workW3105201233

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