Does market attention affect Bitcoin returns and volatility?
Year of publication: |
2019
|
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Authors: | Figà-Talamanca, Gianna ; Patacca, Marco |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 42.2019, 1, p. 135-155
|
Subject: | Bitcoin | Market attention | ARMA time series models | GARCH time series models | Box-Jenkins procedure | Forecasting analysis | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model |
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