Forecasting volatility in bitcoin market
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Publication:2022929
DOI10.1007/S10436-020-00368-YzbMATH Open1461.91305OpenAlexW3033244951MaRDI QIDQ2022929FDOQ2022929
Stelios D. Bekiros, Mawuli Segnon
Publication date: 3 May 2021
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-020-00368-y
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)
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Cited In (5)
- Bitcoin mining activity and volatility dynamics in the power market
- Does market attention affect bitcoin returns and volatility?
- Modelling and predicting the Bitcoin volatility using GARCH models
- Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios
- Bitcoin and Its Offspring: A Volatility Risk Approach
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