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Persistence and volatility spillovers of bitcoin price to gold and silver prices · Study

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ArticlePersistence and volatility spillovers of bitcoin price to gold and silver prices

OlaOluwa Simon Yaya2022

Article2022

Persistence and volatility spillovers of bitcoin price to gold and silver prices

OlaOluwa Simon Yaya · Adewale Folaranmi Lukman · Xuan Vinh Vo

28 citations·0/0 files stored·Resources Policy

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

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1993Measuring and Testing the Impact of News on Volatility 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS 1981Fractional Differencing 1998Modeling Asymmetric Comovements of Asset Returns 2015Bitcoin, gold and the dollar – A GARCH volatility analysis

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Year2022

Typearticle

Published2022-09-19

VenueResources Policy

ISSN-L0301-4207

Languageen

Citations28

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.resourpol.2022.103011

openalex_workW4296432378

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