Forecasting volatility in bitcoin market
Mawuli Segnon, Stelios Bekiros
| Year of publication: |
2020
|
|---|---|
| Authors: | Segnon, Mawuli ; Bekiros, Stelios |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 16.2020, 3, p. 435-462
|
| Subject: | Bitcoin | Multifractal processes | GARCH processes | Model confidence set | Likelihood ratio test | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Finanzmarkt | Financial market | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-020-00368-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496404