"Bitcoin, Gold, Oil Implied Volatility Spillover to Stock Market: Evidence ..."

Toshiko Matsui, William J. Knottenbelt (2024)

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DOI: 10.1109/ICBC59979.2024.10634381

access: closed

type: Conference or Workshop Paper

metadata version: 2024-10-16

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Toshiko Matsui, William J. Knottenbelt:
Bitcoin, Gold, Oil Implied Volatility Spillover to Stock Market: Evidence from an Asymmetric Quantile Regression Model. ICBC 2024: 681-683

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