The Co-movement Between Bitcoin, Gold, USD and Oil: DCC-GARCH and Smooth Transition Regression (STR) Model
Publish Year: 1401
Type: Journal paper
Language: English
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Document National Code:
JR_AMFA-9-3_009
Index date: 19 August 2024
The Co-movement Between Bitcoin, Gold, USD and Oil: DCC-GARCH and Smooth Transition Regression (STR) Model Keywords:
The Co-movement Between Bitcoin, Gold, USD and Oil: DCC-GARCH and Smooth Transition Regression (STR) Model authors
Yazdan Gudarzi Farahani
Assistant Professor ,Department of Economic and Administrative Sciences, Qom university ,Qom, Iran
Ehsan Aghari Ghara
Department of Economic, Arizona University, Arizona, United States
Mnasour Haghtalab
Department of Economics, Tehran University, Tehran, Iran