سیویلیکا را در شبکه های اجتماعی دنبال نمایید.

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
View: 68

This Paper With 16 Page And PDF Format Ready To Download

Export:

Link to this Paper:

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