Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Mehmet Balcilar, Elie Bouri, Rangan Gupta, David Roubaud
| Year of publication: |
August 2017
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| Authors: | Balcilar, Mehmet ; Bouri, Elie ; Gupta, Rangan ; Roubaud, David |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 64.2017, p. 74-81
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| Subject: | Bitcoin | Volume | Returns | Volatility | Nonparametric quantile causality | Volatilität | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.03.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011756479