Open AccessThe Time-varying Impact of Covid-19 Pandemic on Cryptocurrency: Evidence from VAR and AEMA-GARCH models
Author(s) -
Ruihan Duan
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v27i.1966
Subject(s) - pandemic , autoregressive conditional heteroskedasticity , covid-19 , econometrics , cryptocurrency , time series , closing (real estate) , statistics , economics , mathematics , computer science , medicine , volatility (finance) , finance , computer security , disease , infectious disease (medical specialty)