On the intraday return curves of Bitcoin : predictability and trading opportunities
Elie Bouri, Chi Keung Marco Lau, Tareq Saeed, Shixuan Wang, Yuqian Zhao
| Year of publication: |
2021
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|---|---|
| Authors: | Bouri, Elie ; Lau, Chi Keung ; Saeed, Tareq ; Wang, Shixuan ; Zhao, Yuqian |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 76.2021, p. 1-12
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| Subject: | Bitcoin | Cumulative intraday return (CIDR) curves | Efficiency | Predictability | Trading opportunities | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Theorie | Theory | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101784 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804738