Open AccessThe Time-varying Impact of Covid-19 Pandemic on Bitcoin and Ethereum: Evidence from Time Series Model
Author(s) -
Yulei Lian
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v28i.2395
Subject(s) - cryptocurrency , autoregressive conditional heteroskedasticity , econometrics , covid-19 , volatility (finance) , unit root test , economics , earnings , unit root , time series , pandemic , financial economics , computer science , mathematics , statistics , finance , computer security , cointegration , medicine , disease , pathology , infectious disease (medical specialty)