NameCebrián Hernández, Ángeles
DepartmentEconomía Aplicada I
Knowledge areaMétodos Cuantitativos para la Economía y la Empresa
Professional categoryProfesora Sustituta Interina
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Modeling of the Bitcoin volatility through key financial environment variables: an application of conditional correlation MGARCH models

Cebrián Hernández, Ángeles; Jiménez Rodríguez, Enrique (MDPI, 2021)
Since the launch of Bitcoin, there has been a lot of controversy surrounding what asset class it is. Several authors ...