Popular cryptoassets (Bitcoin, Ethereum, and Dogecoin), Gold, and their relationships: volatility and correlation modeling
Cryptoassets have experienced dramatic volatility in their prices, especially during the COVID-19 pandemic era. This pilot study explores the volatility asymmetry and correlations among three popular cryptoassets (Bitcoin, Ethereum, and Dogecoin) as well as Gold. Multiple Generalized Autoregressive...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
KeAi Communications Co. Ltd.
2021-12-01
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| Series: | Data Science and Management |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666764921000461 |