The relationship between implied volatility and cryptocurrency returns
dc.contributor.author
Akyildirim, Erdinç
dc.contributor.author
Corbet, Shaen
dc.contributor.author
Lucey, Brian
dc.contributor.author
Sensoy, Ahmet
dc.contributor.author
Yarovaya, Larisa
dc.date.accessioned
2020-06-10T06:21:49Z
dc.date.available
2020-01-09T20:07:19Z
dc.date.available
2020-01-10T09:00:17Z
dc.date.available
2020-06-10T06:21:49Z
dc.date.issued
2020-03
dc.identifier.issn
1544-6123
dc.identifier.other
10.1016/j.frl.2019.06.010
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/389050
dc.language.iso
en
en_US
dc.publisher
Elsevier
en_US
dc.subject
Cryptocurrencies
en_US
dc.subject
Volatility
en_US
dc.subject
VIX
en_US
dc.subject
VSTOXX
en_US
dc.subject
GARCH
en_US
dc.subject
DCC-GARCH
en_US
dc.title
The relationship between implied volatility and cryptocurrency returns
en_US
dc.type
Journal Article
dc.date.published
2019-06-26
ethz.journal.title
Finance Research Letters
ethz.journal.volume
33
en_US
ethz.pages.start
101212
en_US
ethz.size
10 p.
en_US
ethz.identifier.wos
ethz.identifier.scopus
ethz.publication.place
San Diego, CA
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
en_US
ethz.date.deposited
2020-01-09T20:07:31Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2020-06-10T06:22:00Z
ethz.rosetta.lastUpdated
2021-02-15T14:29:28Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=The%20relationship%20between%20implied%20volatility%20and%20cryptocurrency%20returns&rft.jtitle=Finance%20Research%20Letters&rft.date=2020-03&rft.volume=33&rft.spage=101212&rft.issn=1544-6123&rft.au=Akyildirim,%20Erdin%C3%A7&Corbet,%20Shaen&Lucey,%20Brian&Sensoy,%20Ahmet&Yarovaya,%20Larisa&rft.genre=article&rft_id=info:doi/10.1016/j.frl.2019.06.010&
Dateien zu diesem Eintrag
| Dateien | Größe | Format | Im Viewer öffnen |
|---|---|---|---|
|
Zu diesem Eintrag gibt es keine Dateien. |
|||
Publikationstyp
-
Journal Article [121987]