Work

Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models

Year: 2019

Type: article

Source: Applied Economics

DOI: 10.1080/00036846.2019.1588951

Authors: Aviral Kumar Tiwari, Satish Kumar, Rajesh Pathak

Institutions: MBS School of Business, Indian Institute of Management Amritsar

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2921045310

FWCI: 10.91

Cites: 28

Cited by: 70

Related to: 10