A forecast comparison of volatility models using realized volatility : evidence from the Bitcoin market
Year of publication: |
2020
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Authors: | Hattori, Takahiro |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 27.2020, 7, p. 591-595
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Subject: | Bitcoin | Cryptocurrency | realized volatility | volatility modeling | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
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