The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns
Year of publication: |
2020
|
---|---|
Authors: | Kim, Wonse ; Lee, Junseok ; Kang, Kyungwon |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 33.2020, p. 1-8
|
Subject: | Bitcoin | Bitcoin futures | Discrete Fourier transform | Intraday volatility | Realized volatility | ARCH-Modell | ARCH model | Volatilität | Volatility | Elektronisches Geld | Electronic money | Virtuelle Währung | Virtual currency |
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