Volatility and return jumps in Bitcoin (Q1627021): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2018.10.011 / rank | |||
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| Property / OpenAlex ID: W2897385673 / rank | |||
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| Property / cites work: Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin / rank | |||
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| Property / cites work: Long memory and regime switching / rank | |||
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| Property / cites work: Volatility estimation for Bitcoin: a comparison of GARCH models / rank | |||
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| Property / cites work: A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices / rank | |||
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Latest revision as of 10:39, 17 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility and return jumps in Bitcoin |
scientific article |
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Volatility and return jumps in Bitcoin (English)
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22 November 2018
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Bitcoin
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cryptocurrencies
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stochastic volatility
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jumps
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