Bibliography

GA23-06606S

Sun W., Krištoufek Ladislav : Beyond GARCH in cryptocurrency volatility modelling: superiority of range-based estimators , Applied Economics Letters [2024] Download Download DOI: 10.1080/13504851.2024.2363295
Queiroz R. G. S., Krištoufek Ladislav, David S. A. : A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling , Physica. A : Statistical Mechanics and its Applications vol.652, [2024] Download DOI: 10.1016/j.physa.2024.130046
Šíla Jan, Kočenda Evžen, Krištoufek Ladislav, Kukačka Jiří : Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness , JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY vol.96, [2024] Download DOI: 10.1016/j.intfin.2024.102062

Šíla Jan, Kočenda Evžen, Kukačka Jiří, Krištoufek Ladislav : Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness, IES UK, (IES UK 2023) Research Report 24/2023 [2023] Download