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A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F24%3A00599012" target="_blank" >RIV/67985556:_____/24:00599012 - isvavai.cz</a>

  • Result on the web

    <a href="https://www.sciencedirect.com/science/article/pii/S0378437124005557?via%3Dihub" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0378437124005557?via%3Dihub</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1016/j.physa.2024.130046" target="_blank" >10.1016/j.physa.2024.130046</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling

  • Original language description

    During the last years, cryptocurrencies have been increasingly becoming a relevant subject of academic researchers and investors. This paper adopts a novel framework that combines a multivariate Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) and Copula modeling in a two-stage approach to analyze the cryptocurrency volatility dynamics. By combining the aforementioned techniques, on top of showing that price movements in one cryptocurrency can significantly influence others, the use of copulas highlight how these effects can vary across different parts of distributions and thus for different types of events with respect to their extreme nature. The interconnectedness complexity should be taken into consideration when managing risk in portfolio and constructing relevant models.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    50206 - Finance

Result continuities

  • Project

    <a href="/en/project/GA23-06606S" target="_blank" >GA23-06606S: Deep dive into decentralized finance: Market microstructure, and behavioral and psychological patterns</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2024

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Physica. A : Statistical Mechanics and its Applications

  • ISSN

    0378-4371

  • e-ISSN

    1873-2119

  • Volume of the periodical

    652

  • Issue of the periodical within the volume

    1

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    10

  • Pages from-to

    130046

  • UT code for WoS article

    001301251400001

  • EID of the result in the Scopus database

    2-s2.0-85201593660