On the predictive power of ARJI volatility forecasts for Bitcoin
Year of publication: |
2019
|
---|---|
Authors: | Wang, Jying-Nan ; Liu, Hung-Chun ; Chiang, Shu-Mei ; Hsu, Yuan-Teng |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 44, p. 4849-4855
|
Subject: | ARJI | Bitcoin | cryptocurrency | realized volatility | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Elektronisches Geld | Electronic money | ARCH-Modell | ARCH model |
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