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

Reference : Investigating the nexus between Volatilities of Bitcoin, Gold, and American Stock Mar...


	Document type :	E-prints/Working papers : First made available on ORBilu
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/52269

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
Language :	English
Author, co-author :	Terraza, Virginie [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Economics and Management (DEM) >]
	Boru İpek, Aslı []
	Rounaghi, Mohammad Mahdi []
Publication date :	2022
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/52269

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