The relationship between implied volatility and cryptocurrency returns - Research Collection

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Author

Akyildirim, Erdinç

Yarovaya, Larisa

Date

2020-03

Type

Journal Article

Citations

Cited 38 times in Web of Science

Cited 47 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1016/j.frl.2019.06.010

Journal / series

Finance Research Letters

Volume

33

Pages / Article No.

101212

Publisher

Elsevier

Subject

Cryptocurrencies; Volatility; VIX; VSTOXX; GARCH; DCC-GARCH

Organisational unit

03845 - Teichmann, Josef / Teichmann, Josef

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Show all metadata

Citations

Cited 38 times in Web of Science

Cited 47 times in Scopus

ETH Bibliography

yes

Altmetrics