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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
Langue du document :
Anglais
Titre :
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
