An Assessment of Inter-market Volatility and Shock Dynamics of Bitcoin as a Digital Asset.
Thabo Julian GopanePublished in: ICDEc (2021)
Keyphrases
- financial markets
- stock price
- stock market
- chinese stock market
- stock returns
- financial crisis
- dynamical systems
- stock exchange
- dynamic model
- asset allocation
- non stationary
- asset management
- garch model
- exchange rate
- trading strategies
- foreign exchange
- multi agent
- portfolio selection
- early warning
- decision making
- investment strategies
- stock data
- third party
- electronic commerce
- digital goods