Work

Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants

Year: 2023

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2023.102915

Authors: Elie Bouri, Naji Jalkh

Institutions: Lebanese American University, Saint Joseph University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4386694015

FWCI: 11.83

Cites: 68

Cited by: 56

Related to: 10