Trading volume and the predictability of return and volatility in the cryptocurrency market
Year of publication: |
2019
|
---|---|
Authors: | Bouri, Elie ; Lau, Chi Keung ; Lucey, Brian M. ; Roubaud, David |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 340-346
|
Subject: | Trading volume | Return | Volatility | Cryptocurrency | Copula-quantile causality | Volatilität | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model |
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