Xu, Chenyang (2022) The Dynamic Relation between Bitcoin Volatility and Stock Volatility: DCC-GARCH Approach. In: Proceedings of the International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2022, 17-19 June 2022, Qingdao, China.
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Abstract
Bitcoin's performance during the COVID-19 pandemic has drawn a lot of attention, with many researchers wondering whether bitcoin can act as a hedge against the stock market, and how exactly the COVID-19 pandemic has changed bitcoin's connection to the world. This paper aims to investigate the dynami
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 15:44 |
| Last Modified: | 17 Apr 2026 04:52 |
| URI: | http://eprints.eai.eu/id/eprint/40657 |
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