Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Yue Qiu, Zongrun Wang, Tian Xie, Xinyu Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Qiu, Yue ; Wang, Zongrun ; Xie, Tian ; Zhang, Xinyu |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 62.2021, p. 179-201
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| Subject: | Bitcoin | HARQ | Model averaging | Realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Statistischer Fehler | Statistical error | Kapitaleinkommen | Capital income | Theorie | Theory | Modellierung | Scientific modelling | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2021.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012693338