The role of binance in bitcoin volatility transmission
Year of publication: |
2022
|
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Authors: | Alexander, Carol ; Heck, Daniel F. ; Kaeck, Andreas |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 29.2022, 1, p. 1-32
|
Subject: | Bitcoin ETF | crypto exchanges | realized volatility | trading volume | volatility transmission | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Virtuelle Währung | Virtual currency | Indexderivat | Index derivative | ARCH-Modell | ARCH model |
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