Regional COVID-19 cases and Bitcoin volatility: Assessment through the Markov switching prism

Date issued

2024

Journal Title

Journal ISSN

Volume Title

Publisher

Technická univerzita v Liberci

Abstract

Description

Subject(s)

model GARCH, chí-kvadrát test, režimy volatility bitcoinů, Pearson correlation method, statická a dynamická analýza

Citation

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