Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin (Q2246724): Difference between revisions

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-Q2246721
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+Péter K. Molnár
@@ Property / author: Péter K. Molnár / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2020.103980
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@@ Property / OpenAlex ID @@
+W3081158610
@@ Property / OpenAlex ID: W3081158610 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
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+Jump-robust volatility estimation using nearest neighbor truncation
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+Asymmetric volatility in cryptocurrencies
@@ Property / cites work: Asymmetric volatility in cryptocurrencies / rank @@
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+Think again: volatility asymmetry and volatility persistence
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+Noncrossing quantile regression curve estimation
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+Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
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+Bitcoin futures -- what use are they?
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+Market attention and Bitcoin price modeling: theory, estimation and option pricing
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+On the impact of macroeconomic news surprises on treasury-bond returns
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+Volatility estimation for Bitcoin: a comparison of GARCH models
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+Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
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+Do high-frequency measures of volatility improve forecasts of return distributions?
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+Automatic Lag Selection in Covariance Matrix Estimation
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+Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
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+Volatility prediction based on scheduled macroeconomic announcements
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@@ Property / cites work @@
+Automatic Block-Length Selection for the Dependent Bootstrap
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