January 1, 2022· Proceedings of the International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2022, 17-19 June 2022, Qingdao, China
conference-paper
Open access
The Dynamic Relation between Bitcoin Volatility and Stock Volatility: DCC-GARCH Approach
Authors:Chenyang Xu *
Abstract
Bitcoin's performance during the COVID-19 pandemic has drawn a lot of attention, with many researchers wondering whether bitcoin can act as a hedge against the stock market, and how exactly the COVID-19 pandemic has changed bitcoin's connection to the world. This paper aims to investigate the dynami
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