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

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jedc.2020.103980 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3081158610 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and Forecasting Realized Volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Jump-robust volatility estimation using nearest neighbor truncation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymmetric volatility in cryptocurrencies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Think again: volatility asymmetry and volatility persistence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Noncrossing quantile regression curve estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bitcoin futures -- what use are they? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Market attention and Bitcoin price modeling: theory, estimation and option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the impact of macroeconomic news surprises on treasury-bond returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volatility estimation for Bitcoin: a comparison of GARCH models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Do high-frequency measures of volatility improve forecasts of return distributions? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Automatic Lag Selection in Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volatility prediction based on scheduled macroeconomic announcements / rank
 
Normal rank
Property / cites work
 
Property / cites work: Automatic Block-Length Selection for the Dependent Bootstrap / rank
 
Normal rank

Latest revision as of 04:43, 27 July 2024

scientific article
Language Label Description Also known as
English
Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin
scientific article

    Statements

    Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    16 November 2021
    0 references
    bitcoin
    0 references
    volatility
    0 references
    regulations
    0 references
    hacking attacks
    0 references
    macroeconomic news
    0 references

    Identifiers