Forecasting realized volatility of Bitcoin : the informative role of price duration
Skander Slim, Ibrahim Tabche, Yosra Koubaa, Mohamed Osman, Andreas Karathanasopoulos
| Year of publication: |
2023
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| Authors: | Slim, Skander ; Tabche, Ibrahim ; Koubaa, Yosra ; Osman, Mohamed ; Karathanasopoulos, Andreas |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 7, p. 1909-1929
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| Subject: | Bitcoin | HAR models | price duration | realized utility | realized volatility | trading intensity | Volatilität | Volatility | Theorie | Theory | Börsenkurs | Share price | Virtuelle Währung | Virtual currency | Finanzmarkt | Financial market | Preis | Price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2989 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014432802