A study of Bitcoin-based intraday volatility forecasting for cross-market spreads
Longguang Yang, Fengshuang Hou and Huihong Shi
| Year of publication: |
2023
|
|---|---|
| Authors: | Yang, Longguang ; Hou, Fengshuang ; Shi, Huihong |
| Subject: | arbitrage | Bitcoin | cross-market spreads | volatility estimation | Volatilität | Volatility | Arbitrage | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Börsenkurs | Share price | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2022.2140573 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014419375