Forecasting volatility of Bitcoin
Year of publication: |
2022
|
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Authors: | Bergsli, Lykke Øverland ; Lind, Andrea Falk ; Molnár, Peter ; Polasik, Michał |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 59.2022, p. 1-30
|
Subject: | Bitcoin | GARCH | HAR | Realized variance | Volatility forecasting | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Elektronisches Geld | Electronic money | Börsenkurs | Share price | Virtuelle Währung | Virtual currency |
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