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Keywords: Volatility and correlation
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Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2023) 24 (4): 464–482.
Published: 31 May 2023
... rights only Forecasting Cryptocurrency Exchange rate Volatility and correlation Multivariate GAS model C22 C52 C53 Q47 The motivation of this research is to deepen the existing literature by analyzing the relationships within and between fiat and cryptocurrency markets...
