Modeling of the Bitcoin Volatility through Key Financial Environment Variables: An Application of Conditional Correlation MGARCH Models

Ángeles Cebrián-Hernández, Enrique Jiménez-Rodríguez

Open source

DOI: 10.3390/math9030267
Published: 2021-01-29
Container: Mathematics
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/math9030267,
  title = {Modeling of the Bitcoin Volatility through Key Financial Environment Variables: An Application of Conditional Correlation MGARCH Models},
  author = {Ángeles Cebrián-Hernández and Enrique Jiménez-Rodríguez},
  year = {2021},
  journal = {Mathematics},
  doi = {10.3390/math9030267},
  url = {https://doi.org/10.3390/math9030267}
}

RIS

TY  - JOUR
TI  - Modeling of the Bitcoin Volatility through Key Financial Environment Variables: An Application of Conditional Correlation MGARCH Models
AU  - Ángeles Cebrián-Hernández
AU  - Enrique Jiménez-Rodríguez
PY  - 2021
JO  - Mathematics
DO  - 10.3390/math9030267
UR  - https://doi.org/10.3390/math9030267
ER  -

APA

Cebrián-Hernández, Á., & Jiménez-Rodríguez, E. (2021). Modeling of the Bitcoin Volatility through Key Financial Environment Variables: An Application of Conditional Correlation MGARCH Models. Mathematics. https://doi.org/10.3390/math9030267

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crossref · retrieved 2026-11-04T12:31:33.963Z