Joseph, Tonuchi E.; Jahanger, Atif; Owne, Joshua Chukwuma; … - In: Financial innovation : FIN 10 (2024), pp. 1-19
This study examined the interconnectedness and volatility correlation between crypto‑ currency and traditional fnancial … volatility and lack of regulation in the cryptocurrency market. The study employed both diagonal BEKK GARCH and DCC-GARCH to …