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Higher moments, extreme returns, and cross-section of cryptocurrency returns

Jia, Yuecheng; Liu, Yuzheng; Yan, Shu - In: Finance research letters 39 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012804999

Tokenomics : dynamic adoption and valuation

Cong, Lin William; Li, Ye; Wang, Neng - In: The review of financial studies 34 (2021) 3, pp. 1105-1155

Persistent link: https://www.econbiz.de/10012434835

Sequential learning of cryptocurrency volatility dynamics : evidence based on a stochastic volatility model with jumps in returns and volatility

Huang, Jing-Zhi; Huang, Zhijian; Xu, Li - In: The quarterly journal of finance 11 (2021) 2, pp. 1-37

Persistent link: https://www.econbiz.de/10012649885

GJR-GARCH volatility modeling under NIG and ANN for predicting top cryptocurrencies

Mostafa, Fahad; Saha, Pritam; Islam, Mohammad Rafiqul; … - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-22

the way. This study implements some statistical and machine learning approaches for cryptocurrency investments. First, we …

Persistent link: https://www.econbiz.de/10012628344

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

Shadow exchange rates : changing the winds with headwinds and tailwinds

Yoshimori, Masaaki - In: SocioEconomic challenges : SEC 3 (2019) 2, pp. 78-88

Persistent link: https://www.econbiz.de/10012115097

The economics of bitcoins : market characteristics and price jumps

Gronwald, Marc - 2014

This paper deals with the economics of Bitcoins in two ways. First, it broadens the discussion on how to capture Bitcoins using economic terms. Center stage in this analysis take the discussion of some unique characteristics of this market as well as the comparison of Bitcoins and gold. Second,...

Persistent link: https://www.econbiz.de/10010464707

Disentangling the relationship between Bitcoin and market attention measures

Figà-Talamanca, Gianna; Patacca, Marco - In: Journal of industrial and business economics 47 (2020) 1, pp. 71-91

Persistent link: https://www.econbiz.de/10012237349

Time-varying long-term memory in Bitcoin market

Jiang, Yonghong; Nie, He; Ruan, Weihua - In: Finance research letters 25 (2018), pp. 280-284

Persistent link: https://www.econbiz.de/10012003601

What drives bitcoin volatility?

Byström, Hans N. E.; Krygier, Dominika - 2018

Persistent link: https://www.econbiz.de/10011915484

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