Forecasting volatility of Bitcoin
Lykke Øverland Bergsli, Andrea Falk Lind, Peter Molnár, Michał Polasik
| Year of publication: |
2022
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|---|---|
| Authors: | Bergsli, Lykke Øverland ; Lind, Andrea Falk ; Molnár, Peter ; Polasik, Michał |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 59.2022, p. 1-30
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| Subject: | Bitcoin | GARCH | HAR | Realized variance | Volatility forecasting | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Varianzanalyse | Analysis of variance | Börsenkurs | Share price | Elektronisches Zahlungsmittel | Electronic payment | Finanzmarkt | Financial market |