Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Year of publication: |
2021
|
---|---|
Authors: | Gillas, Konstantinos Gkillas ; Gupta, Rangan ; Pierdzioch, Christian |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 16, p. 1626-1644
|
Subject: | Bitcoin | forecasting | realized volatility | tail events | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Prognose | Forecast | Wechselkurs | Exchange rate | Schätzung | Estimation | Börsenkurs | Share price |
-
Modeling and forecasting realized volatility : evidence from Brazil
Wink Junior, Marcos Vinício, (2011)
-
Ping, Yuan, (2018)
-
The higher moments of future earnings
Chang, Woo-Jin, (2021)
- More ...
-
OPEC news and jumps in the oil market
Gillas, Konstantinos Gkillas, (2021)
-
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo, (2021)
-
Forecasting realized volatility of Bitcoin : the role of the trade war
Bouri, Elie, (2021)
- More ...