Bitcoin's innovative aspects, return volatility and uncertainty shocks
Bruno Ferreira Frascaroli
| Year of publication: |
2020
|
|---|---|
| Authors: | Frascaroli, Bruno Ferreira |
| Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 7.2020, 3, p. 224-245
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| Subject: | Bitcoin | cryptocurrency | innovation | blockchain | global drivers | return volatility | uncertainty | structural break | MGARCH | VAR | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Innovation | Kapitaleinkommen | Capital income | Schock | Shock | Blockchain | VAR-Modell | VAR model | Risiko | Risk | Welt | World | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFMD.2020.109177 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012510290