17 Mappin Street
Sheffield, Sheffield S1 4DT
United Kingdom
Sheffield University Management School
SSRN RANKINGS
in Total Papers Citations
Bitcoin, Cryptocurrency, Trading Volume, Return-Volume Dependence, Extreme Returns
Bitcoin, Cryptocurrency, Asymmetric Diagonal BEKK, MGARCH, Volatility, Conditional Correlations
Bitcoin; Ether; Litecoin; Volatility Spillovers; BEKK-MGARCH
Cryptocurrencies; High-frequency data; Asymmetric Diagonal BEKK; MGARCH; Volatility
contagion, Greek debt crisis, realized correlation, correlation jumps
UK regions; House prices; Structural break; Volatility; MGARCH; BEKK