Forecasting the volatility of Bitcoin : The importance of jumps and structural breaks
| Year of publication: |
2020
|
|---|---|
| Authors: | Shen, Dehua ; Urquhart, Andrew ; Wang, Pengfei |
| Published in: |
European Financial Management. - Wiley, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 26.2020, 5 (02.01.), p. 1294-1323
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/eufm.12254 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012191169