2. Repository of UKIM

Repository of UKIM


Ivanovski, Igor

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Full Name
Ivanovski, Igor
Main Affiliation
 
Email
ivanovski@eccf.ukim.edu.mk
 
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Publications


Refined By:
Date Issued:  [2020 TO 2023]
Subject:  Cryptocurrency; Volatility clustering; Leverage effects; Autoregressive Moving Average - Generalized Autoregressive Conditional Heteroskedasticity (ARMA-GARCH) model; Risk management; Price dynamics

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PreviewTitleAuthor(s)Issue DateType
1The Cryptocurrency Market Through the Scope of Volatility Clustering and Leverage EffectsPeovski, Filip ; Cvetkoska, Violeta ; Ivanovski, Igor Nov-2023Article