Bitcoin mining activity and volatility dynamics in the power market (Q823984): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2021.110111 / rank | |||
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| Property / OpenAlex ID: W3207932396 / rank | |||
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| Property / cites work: Approximately normal tests for equal predictive accuracy in nested models / rank | |||
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| Property / cites work: QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES / rank | |||
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Revision as of 13:23, 27 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bitcoin mining activity and volatility dynamics in the power market |
scientific article |
Statements
Bitcoin mining activity and volatility dynamics in the power market (English)
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14 December 2021
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time-varying
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GARCH
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bitcoin
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electricity returns
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