Author:
KANDEMİR Tuğrul,GÖKGÖZ Halilibrahim
Publisher
Finans Ekonomi ve Sosyal Arastirmalar Dergisi
Reference59 articles.
1. Aielli, G. P. (2006), Consistent Estimation of Large Scale Dynamic Conditional Correlations, Unpublished paper, University of Florence.
2. Aielli, G. P., (2013). Dynamic conditional correlation: on properties and estimation, Journal of Business & Economic Statistics, 31, 282–299.
3. Alizadeh, S., Brandt, M. W., Diebold, F. X. (2002). Range-based estimation of stochastic volatility models. Journal of Finance, 57, 1047–1091. http://dx.doi.org/10.2139/ssrn.267788.
4. Al-Khazali, O., Bouri, E., & Roubaud, D. (2018). The Impact of Positive and Negative Macroeconomic News Surprises: Gold Versus Bitcoin. Economics Bulletin, 38 (1), 373-382. http://dx.doi.org/10.2139/ssrn.3382828
5. Aslanidis, N., Bariviera, A. F., & Martinez-Ibanez, O. (2019). An Analysis of Cryptocurrencies Conditional Cross Correlations. Finance Research Letters, 31, 130-137. https://doi.org/10.1016/j.frl.2019.04.019
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献