Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Tong Fang, Zhi Su, Libo Yin
| Year of publication: |
2020
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|---|---|
| Authors: | Fang, Tong ; Su, Zhi ; Yin, Libo |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 71.2020, p. 1-12
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| Subject: | Cryptocurrency | Uncertainty | GARCH-MIDAS model | Hedging effectiveness | Virtuelle Währung | Virtual currency | Hedging | Risiko | Risk | Volatilität | Volatility | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2020.101566 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439776