The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume
Year of publication: |
2024
|
---|---|
Authors: | Kao, Yu-Sheng ; Zhao, Kai ; Chuang, Hwei-lin ; Ku, Yu-Cheng |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 1, p. 524-542
|
Subject: | Bitcoin futures | GJR-GARCH | Logistic smooth transition regression | Trading volume | Volatility | Volatilität | Handelsvolumen der Börse | ARCH-Modell | ARCH model | Derivat | Derivative |
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