Browsing by Subject Cryptocurrencies

Showing results 1 to 2 of 2
Issue DateTitleAuthor(s)
2019VAR of VaR : the case of cryptocurrencies and financial marketsMouallem, Anthony
2018Volatility spillovers between cryptocurrencies and stocks markets : a multivariate garch approachAtrib, Manal; Abdallah, Joumana