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"Volatility Co-Movement between Bitcoin and Stablecoins: BEKK-GARCH and ..."

Kuo-Shing Chen, Shen-Ho Chang (2022)

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DOI: 10.3390/AXIOMS11060259

access: open

type: Journal Article

metadata version: 2023-08-28

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Kuo-Shing Chen, Shen-Ho Chang:
Volatility Co-Movement between Bitcoin and Stablecoins: BEKK-GARCH and Copula-DCC-GARCH Approaches. Axioms 11(6): 259 (2022)

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