The Co-movement Between Bitcoin, Gold, USD and Oil: DCC-GARCH and Smooth Transition Regression (STR) Model

2024/12/23 by Gudarzi Farahani, Yazdan, Aghari Ghara, Ehsan, Haghtalab, Mnasour
#BTC Gold #DCC-GARCH #Oil Price #Price USD #STR Model

paper · doi:10.71716/amfa.2024.23061895

Abstract

Advances in Mathematical Finance and Applications,9(3),900

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