Out-of-sample prediction of Bitcoin realized volatility : do other cryptocurrencies help?
Yongsheng Yi, Mengxi He, Yaojie Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Yi, Yongsheng ; He, Mengxi ; Zhang, Yaojie |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-20
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| Subject: | Bitcoin | Cryptocurrency | Out-of-sample prediction | Realized volatility | Scaled principal component analysis | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Welt | World | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101731 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534118