Impacts of COVID-19 on the Return and Volatility Nexus among Cryptocurrency Market.
Xin SuiGuifen ShiGuanchong HouShaohan HuangYanshuang LiPublished in: Complex. (2022)
Keyphrases
- stock price
- investment strategies
- chinese stock market
- stock market
- financial markets
- stock returns
- financial crisis
- stock exchange
- non stationary
- foreign exchange
- financial data
- financial time series
- exchange rate
- historical data
- stock index futures
- option pricing
- real time
- stock market data
- garch model
- turning points
- market data
- stock trading
- portfolio optimization
- cross sectional
- information systems
- neural network