Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch
| Year of publication: |
2021
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|---|---|
| Authors: | Gillas, Konstantinos Gkillas ; Gupta, Rangan ; Pierdzioch, Christian |
| Subject: | Bitcoin | forecasting | realized volatility | tail events | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Virtuelle Währung | Virtual currency | Prognose | Forecast | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.1906728 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012872908