2. Repository of UKIM

Repository of UKIM


Peovski, Filip

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Full Name
Peovski, Filip
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Publications


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Type:  Article
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