Pages that link to "Item:Q1782336"

The following pages link to Volatility estimation for Bitcoin: a comparison of GARCH models (Q1782336):

Displaying 39 items.

• Momentum trading in cryptocurrencies: short-term returns and diversification benefits (Q777626) (← links)
• Cryptocurrencies in institutional investors' portfolios: evidence from industry stop-loss rules (Q777640) (← links)
• Volatility forecasting accuracy for Bitcoin (Q777644) (← links)
• Return and volatility spillovers among cryptocurrencies (Q1627002) (← links)
• Asymmetric volatility in cryptocurrencies (Q1627016) (← links)
• Volatility and return jumps in Bitcoin (Q1627021) (← links)
• Price clustering in bitcoin (Q1782417) (← links)
• An application of extreme value theory to cryptocurrencies (Q1787362) (← links)
• Long memory interdependency and inefficiency in bitcoin markets (Q1787569) (← links)
• Forecasting volatility in bitcoin market (Q2022929) (← links)
• Retaliation in bitcoin networks (Q2036935) (← links)
• Can fiat currencies really hedge bitcoin? Evidence from dynamic short-term perspective (Q2064603) (← links)
• Investigating the relationship between volatilities of cryptocurrencies and other financial assets (Q2064606) (← links)
• Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies (Q2064608) (← links)
• Betting on bitcoin: a profitable trading between directional and shielding strategies (Q2064614) (← links)
• Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume (Q2064616) (← links)
• How is price explosivity triggered in the cryptocurrency markets? (Q2070708) (← links)
• Predictability of cryptocurrency returns: evidence from robust tests (Q2148734) (← links)
• Financial modelling, risk management of energy instruments and the role of cryptocurrencies (Q2150838) (← links)
• Market efficiency, liquidity, and multifractality of Bitcoin: a dynamic study (Q2180281) (← links)
• Cryptocurrency forecasting with deep learning chaotic neural networks (Q2201425) (← links)
• Herding and feedback trading in cryptocurrency markets (Q2241203) (← links)
• Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin (Q2246724) (← links)
• Bitcoin's energy consumption: is it the Achilles heel to miner's revenue? (Q2292737) (← links)
• Does market attention affect bitcoin returns and volatility? (Q2331007) (← links)
• Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482) (← links)
• Measuring the impact of digital exchange cyberattacks on bitcoin returns (Q2681796) (← links)
• Digital Currencies: A Multivariate GARCH Approach (Q3294783) (← links)
• Bitcoin and Its Offspring: A Volatility Risk Approach (Q5148855) (← links)
• On fair designs of c<scp>ross‐chain</scp> exchange for cryptocurrencies via Monte Carlo simulation (Q6077334) (← links)
• Volatility GARCH models with the ordered weighted average (OWA) operators (Q6086276) (← links)
• Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak? (Q6148812) (← links)
• Using proxies to improve forecast evaluation (Q6179125) (← links)
• Bitcoin daily close price prediction using optimized grid search method (Q6494337) (← links)
• The nexus between black and digital gold: evidence from US markets (Q6547058) (← links)
• Modelling the bitcoin prices and media attention to bitcoin via the jump-type processes (Q6581541) (← links)
• Measuring cryptocurrency moment convergence using distance analysis (Q6596970) (← links)
• Testing data cloning as the basis of an estimator for the stochastic volatility in mean model (Q6607552) (← links)
• Forecasting the risk of cryptocurrencies: comparison and combination of GARCH and stochastic volatility models (Q6631644) (← links)