Good versus Bad COVOL in Cryptocurrency Markets: A Measure of Asymmetric Common Volatility

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Son Duy Pham, Weihao Han, Thao Nguyen Thac Thanh, Linh Pham, Hung Do

DOI: 10.2139/ssrn.6038623

Cited by: 0

References: 60

Fields of Study & Subjects

Blockchain Technology Applications and Security Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

References 60