Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume
Sashikanta Khuntia, J. K. Pattanayak
| Year of publication: |
2020
|
|---|---|
| Authors: | Khuntia, Sashikanta ; Pattanayak, Jamini Kanta |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 32.2020, p. 1-8
|
| Subject: | Adaptive market hypothesis | Bitcoin | Cryptocurrencies | Long memory | Volatility | Volatilität | Virtuelle Währung | Virtual currency | Handelsvolumen der Börse | Trading volume | ARCH-Modell | ARCH model | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.12.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430661