Regime-dependent good and bad volatility of Bitcoin
Year of publication: |
2020
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Authors: | Jha, Kislay Kumar ; Baur, Dirk G. |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 12/312, p. 1-16
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Subject: | semivariance | bitcoin | volatility asymmetry | high-frequency data | HAR | quantile regression | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Elektronisches Geld | Electronic money | ARCH-Modell | ARCH model | Virtuelle Währung | Virtual currency |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm13120312 [DOI] hdl:10419/239398 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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