The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
Year of publication: |
2023
|
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Authors: | Bouri, Elie ; Salisu, Afees A. ; Gupta, Rangan |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 9.2023, 1, Art.-No. 62, p. 1-22
|
Subject: | Bitcoin prices | Economic gains | Realized volatility prediction | S&P 500 index | US sectoral indices | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | USA | United States | Aktienindex | Stock index |
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