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Econometric reviews
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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1
Adaptive complementary ensemble EMD and energy-frequency spectra of cryptocurrency prices
Leung, Tim
;
Zhao, Theodore
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10013188765
Saved in:
2
Can joint modelling of external variables sampled at different frequencies enhance long-term Bitcoin
volatility
forecasts?
Aras, Serkan
;
Özdemir, Mehmet Ozan
;
Çılgın, Cihan
- In:
Finance research letters
73
(
2025
),
pp. 1-8
Persistent link: https://www.econbiz.de/10015211454
Saved in:
3
Dynamic
volatility
modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
Tan, Chia-Yen
;
Koh, You-Beng
;
Ng, Kok-Haur
;
Ng, Kooi-Huat
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821468
Saved in:
4
The inefficiency of Bitcoin revisited : a dynamic approach
Bariviera, Aurelio Fernández
- In:
Economics letters
161
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011903819
Saved in:
5
Forecasting Bitcoin realized
volatility
by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
6
The Bitcoin’s network effects paradox : time series analysis
Roussou, Ioanna
;
Dritsaki, Chaido
;
Stiakakis, Emmanouil
- In:
Theoretical economics letters
9
(
2019
)
6
,
pp. 1981-2001
Persistent link: https://www.econbiz.de/10012239829
Saved in:
7
Does market attention affect Bitcoin returns and
volatility
?
Figà-Talamanca, Gianna
;
Patacca, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 135-155
Persistent link: https://www.econbiz.de/10012065182
Saved in:
8
Fractal dynamics and wavelet analysis : deep
volatility
and return properties of Bitcoin, Ethereum and Ripple
Celeste, Valerio
;
Corbet, Shaen
;
Gurdgiev, Constantin
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 310-324
Persistent link: https://www.econbiz.de/10012417711
Saved in:
9
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis
Mensi, Walid
;
Lee, Yun Jung
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Finance research letters
31
(
2019
),
pp. 19-25
Persistent link: https://www.econbiz.de/10012420970
Saved in:
10
Calendar effects in Bitcoin returns and
volatility
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012485376
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