Calendar effects in Bitcoin returns and volatility
Harald Kinateder, Vassilios G. Papavassiliou
| Year of publication: |
2021
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|---|---|
| Authors: | Kinateder, Harald ; Papavassiliou, Vassilios G. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-5
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| Subject: | Bitcoin | Calendar anomalies | Efficient market hypothesis | GARCH dummy model | Seasonalities | Kalendereffekt | Calendar effect | Volatilität | Volatility | Effizienzmarkthypothese | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.101420 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012485376