Eprint first made available on ORBilu (E-prints, Working papers and Research blog)
Investigating the nexus between Volatilities of Bitcoin, Gold, and American Stock Markets during the COVID-19 Pandemic: Evidence from ARMA-DCC-GARCH and NAR-NN Models
TERRAZA, Virginie; Boru İpek, Aslı; Rounaghi, Mohammad Mahdi
TERRAZA, Virginie ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Economics and Management (DEM)
Boru İpek, Aslı
Rounaghi, Mohammad Mahdi
Language :
English
Title :
Investigating the nexus between Volatilities of Bitcoin, Gold, and American Stock Markets during the COVID-19 Pandemic: Evidence from ARMA-DCC-GARCH and NAR-NN Models
