Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model

Finance Research Letters - Tập 29 - Trang 90-100 - 2019
Nguyen Phuc Canh1, Udomsak Wongchoti2, Su Dinh Thanh3, Nguyen Trung Thong1
1School of Banking, University of Economics, Ho Chi Minh City, Vietnam
2School of Economics and Finance, Massey University, Palmerston, New Zealand
3School of Public Finance, University of Economics, Ho Chi Minh City, Vietnam

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