Work

Modeling the Dynamic Correlations among Cryptocurrencies: New Evidence from Multivariate Factor Stochastic Volatility Model

Year: 2023

Type: article

Source: Journal of Money and Economy

DOI: 10.61186/jme.18.2.263

Authors: Reza Taleblou, Parisa Mohajeri

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4401596238

FWCI: 0.345

Cites: 56

Cited by: 2

Related to: 10