Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach

Journal article

Open access

Peer reviewed

Muhammad Mahmudul Karim, Md Hakim Ali, Larisa Yarovaya, Md Hamid Uddin Uddin and Shawkat Hammoudeh

International review of financial analysis, v 90

01 Jan 2023

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https://doi.org/10.1016/j.irfa.2023.102894View

Published, Version of Record (VoR)CC BY V4.0, Open

ARCH-Modell

Kapitaleinkommen

Regressionsanalyse

Schätzung

Virtuelle Währung

Volatilität

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6 citations in Scopus

Title: Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Creators: Muhammad Mahmudul Karim
Md Hakim Ali
Larisa Yarovaya
Md Hamid Uddin Uddin
Shawkat Hammoudeh
Publication Details: International review of financial analysis, v 90
Publisher: Zentralbibliothek der Wirtschaftswissenschaften in der Bundesrepublik Deutschland
Resource Type: Journal article
Language: English
Academic Unit: Economics (School of Economics)
Web of Science ID: WOS:001087308800001
Scopus ID: 2-s2.0-85171133667
Other Identifier: 991021861661404721

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