Bitcoin returns is also found to be time-varying. We also study the behaviour of the realized volatility of Bitcoin. We …) leverage effect; and (iii) no impact from lagged jumps. A forecast study shows that: (i) Bitcoin volatility has become more …This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider high frequency returns …

equity markets. Our results hold for the broad cryptocurrency index CRIX. As of now, Bitcoin does not reflect any distinctive …Cryptocurrencies such as Bitcoin are establishing themselves as an investment asset and are often named the New Gold … variance properties of Bitcoin and Gold as well as other assets and nd differences in their structure. Secondly, we implement a …

This paper analyzes high-frequency estimates of good and bad realized volatility of Bitcoin. We show that volatility … asymmetry depends on the volatility regime and the forecast horizon. For one-day ahead forecasts, good volatility commands a … stronger impact on future volatility than bad volatility on average and in extreme volatility regimes but not across all …

provide evidence that as a single investment, the best cryptocurrency is Ripple,followed by Bitcoin and Litecoin. Furthermore … for which they were created. Bitcoin is the best cryptocurrency enhancing the characteristics of the optimal portfolio …. Ripple and Litecoin follow interms of their usefulness in an optimal portfolio as single cryptocurrencies. Including all …