Cryptocurrency as a Hedging Alternative- DCC GARCH Model Analysis using R Programming
Author:
Affiliation:
1. Symbiosis International Deemed University,Symbiosis Centre for Management Studies,Noida,India
2. Manipal University Jaipur,Directorate of Online Education,Jaipur,India
3. Amity University,Amity International Business School,Noida,India
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10072015/10072297/10073144.pdf?arnumber=10073144
Reference21 articles.
1. Correlation-based Dynamics and Systemic Risk Measures in the Cryptocurrency Market
2. Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?
3. A study of factors affecting interest rate spread with special reference to Indian Public Sector Banks
4. Currency crises and the evolution of foreign exchange market: Evidence from minimum spanning tree
5. Effectiveness of Technological based Classroom Engagement
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