Forecasting volatility of Bitcoin
Lykke Øverland Bergsli, Andrea Falk Lind, Peter Molnár, Michał Polasik
| Year of publication: |
2022
|
|---|---|
| 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
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101540 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013402137