On the speculative nature of cryptocurrencies : a study on Garman and Klass volatility measure
Shay-Kee Tan, Jennifer So-Kuen Chan, Kok-Haur Ng
| Year of publication: |
2020
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|---|---|
| Authors: | Tan, Shay Kee ; Chan, Jennifer So Kuen ; Kok Haur Ng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 32.2020, p. 1-5
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| Subject: | CARR model | Cryptocurrencies | GK measure | Volatility | Volatilität | Virtuelle Währung | Virtual currency | Spekulation | Speculation | Messung | Measurement | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.12.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430656