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Bitcoin is not the new gold : a comparison of volatility, correlation, and portfolio performance

Klein, Tony; Thu, Hien Pham; Walther, Thomas - 2018

Cryptocurrencies such as Bitcoin are establishing themselves as an investment asset and are often named the New Gold … BEKK-GARCH model to estimate time-varying conditional correlations. Gold plays an important role in financial markets with …

Persistent link: https://www.econbiz.de/10011906446

Volatility estimation for Bitcoin : a comparison of GARCH models

Katsiampa, Paraskevi - In: Economics letters 158 (2017), pp. 3-6

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Is Bitcoin a commodity? : on price jumps, demand shocks, and certainty of supply

Gronwald, Marc - In: Journal of international money and finance 97 (2019), pp. 86-92

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Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic volatility models

Tiwari, Aviral Kumar; Kumar, Satish; Pathak, Rajesh - In: Applied economics 51 (2019) 37, pp. 4073-4082

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The destabilising effects of cryptocurrency cybercriminality

Corbet, Shaen; Cumming, Douglas J.; Lucey, Brian M.; … - In: Economics letters 191 (2020), pp. 1-8

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Volatility estimation for Bitcoin : replication and robustness

Charles, Amélie; Darné, Olivier - In: International economics : a journal published by CEPII … 157 (2019), pp. 23-32

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On the volatility of cryptocurrencies

Panagiōtidēs, Theodōros; Papapanagiotou, Georgios; … - In: Research in international business and finance 62 (2022), pp. 1-13

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Forecasting volatility of Bitcoin

Bergsli, Lykke Øverland; Lind, Andrea Falk; Molnár, Peter - In: Research in international business and finance 59 (2022), pp. 1-30

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More to cryptos than bitcoin : a GARCH modelling of heterogeneous cryptocurrencies

Fung, Kennard; Jeong, Jiin; Pereira, Javier - In: Finance research letters 47 (2022) 1, pp. 1-12

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Is Bitcoin ready to be a widespread payment method? : using price volatility and setting strategies for merchants

Oprea, Simona-Vasilica; Georgescu, Irina; Bâra, Adela - In: Electronic commerce research 24 (2024) 2, pp. 1267-1305

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