Volatility and return jumps in bitcoin
Pedro Chaim, Márcio P. Laurini
| Year of publication: |
2018
|
|---|---|
| Authors: | Chaim, Pedro ; Laurini, Márcio Poletti |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 173.2018, p. 158-163
|
| Subject: | Bitcoin | Cryptocurrencies | Jumps | Stochastic volatility | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Elektronisches Geld | Electronic money |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012022975