A forecast comparison of volatility models using realized volatility : evidence from the Bitcoin market
Takahiro Hattori
| Year of publication: |
2020
|
|---|---|
| Authors: | Hattori, Takahiro |
| Subject: | Bitcoin | Cryptocurrency | realized volatility | volatility modeling | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2019.1644421 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012205740