Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Year of publication: |
2020
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Authors: | Fang, Tong ; Su, Zhi ; Yin, Libo |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 71.2020, p. 1-12
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Subject: | Cryptocurrency | Uncertainty | GARCH-MIDAS model | Hedging effectiveness | Virtuelle Währung | Virtual currency | Hedging | Volatilität | Volatility | Risiko | Risk | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model |
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