The relationship between implied volatility and cryptocurrency returns - Research Collection

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Autor(in)

Akyildirim, Erdinç

Yarovaya, Larisa

Datum

2020-03

Typ

Journal Article

Zitate

42 Zitate in Web of Science

49 Zitate in Scopus

ETH Bibliographie

yes

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Publikationsstatus

published

Externe Links

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

Zeitschrift / Serie

Finance Research Letters

Band

33

Seiten / Artikelnummer

101212

Verlag

Elsevier

Thema

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

Organisationseinheit

03845 - Teichmann, Josef / Teichmann, Josef

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Zitate

42 Zitate in Web of Science

49 Zitate in Scopus

ETH Bibliographie

yes

Altmetrics