What Drives Crypto’s Volatility Persistence? A Data Analytic Probe on Ethereum
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What Drives Crypto’s Volatility Persistence? A Data Analytic Probe on Ethereum
ETH Persistence
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Requirements
- Cryptocurrency, GARCH
General Overview
Description
Lin, Min-Bin and Chen, Cathy Yi‐Hsuan and Härdle, Wolfgang Karl, What Drives Crypto’s Volatility Persistence: A Data Analytic Probe on Ethereum (January 18, 2024). Available at SSRN: https://ssrn.com/abstract=4699666 or http://dx.doi.org/10.2139/ssrn.4699666
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Meet the instructors !
About the Instructor
Min-Bin Lin is Postdoc Researcher at the Institute AIFB, Karlsruhe Institute of Technology, Germany; and Associate Researcher at the IDA Institute Digital Assets, Bucharest University of Economic Studies, Romania. His research focus on data science and applied analytics.