Forecasting realized volatility of Bitcoin : the role of the trade war
Elie Bouri, Konstantinos Gkillas, Rangan Gupta, Christian Pierdzioch
| Year of publication: |
2021
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|---|---|
| Authors: | Bouri, Elie ; Gillas, Konstantinos Gkillas ; Gupta, Rangan ; Pierdzioch, Christian |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 57.2021, 1, p. 29-53
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| Subject: | Bitcoin | Realized volatility | Trade war | Random forests | Volatilität | Volatility | Handelskonflikt | Trade dispute |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Accepted 08 July 2020, Published 10 August 2021 Impact-Factor: 1.741 (Stand 2021) SJR Faktor ist 0.454 / Q2 Journal (Stand 2021) H-Index: 40 (Stand 2021) |
| Other identifiers: | 10.1007/s10614-020-10022-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486864