Returns, volatility and the cryptocurrency bubble of 2017-18
Jamie L. Cross, Chenghan Hou, Kelly Trinh
| Year of publication: |
2021
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|---|---|
| Authors: | Cross, Jamie ; Hou, Chenghan ; Trinh, Kelly |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 104.2021, p. 1-17
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| Subject: | Cryptocurrencies | Forecasting | Returns and volatility | Stochastic volatility | Time-varying parameter model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Welt | World | Spekulationsblase | Bubbles | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.105643 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013164208