The impact of investor sentiment on Bitcoin returns and conditional volatilities during the era of COVID-19
Derya Güler
Year of publication: |
2023
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Authors: | Güler, Derya |
Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 24.2023, 3, p. 276-289
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Subject: | AP-ARCH | Asymmetric volatility effect | Behavioral finance | Bitcoin | CGARCH | Covid-19 | EGARCH | FOMO | GJR-GARCH | Irrational investor sentiment | Noisy traders | Rational investor sentiment | VAR | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Coronavirus | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation |
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