Browsing "Faculty of Economics" by Subject Cryptocurrency; Volatility clustering; Leverage effects; Autoregressive Moving Average - Generalized Autoregressive Conditional Heteroskedasticity (ARMA-GARCH) model; Risk management; Price dynamics
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| Preview | Title | Author(s) | Issue Date | Type |
|---|---|---|---|---|
| The Cryptocurrency Market Through the Scope of Volatility Clustering and Leverage Effects | Peovski, Filip ; Cvetkoska, Violeta ; Ivanovski, Igor | Nov-2023 | Article |