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 T.T. Nguyen, Linh Pham, Hung Do
DOI: 10.2139/ssrn.6144992
Cited by: 0
References: 59

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility Financial Markets and Investment Strategies

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint