Exogenous drivers of Bitcoin and Cryptocurrency volatility : a mixed data sampling approach to forecasting
Thomas Walther, Tony Klein, Elie Bouri
| Year of publication: |
2019
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|---|---|
| Authors: | Walther, Thomas ; Klein, Tony ; Bouri, Elie |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 63.2019, p. 1-13
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| Subject: | Cryptocurrencies | Volatility | Bitcoin | GARCH | Mixed data sampling | Volatilität | Virtuelle Währung | Virtual currency | Stichprobenerhebung | Sampling | ARCH-Modell | ARCH model | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Elektronisches Geld | Electronic money |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2019.101133 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012263290