Publikacje

Export 1 results:
Autor Tytuł Typ [ Rok(Asc)]
Filtry: Słowo Kluczowe is Multivariate stochastic volatility and Autor is Agata Kliber  [Clear All Filters]
2019
Kliber, A., Marszałek P., Musiałkowska I., & wierczyńska K. Ś. (2019).  Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation - A stochastic volatility approach. Physica A: Statistical Mechanics and its Applications. 524, 246-257.