The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume
Yu-Sheng Kao, Kai Zhao, Hwei-Lin Chuang, Yu-Cheng Ku
| Year of publication: |
2024
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|---|---|
| Authors: | Kao, Yu-Sheng ; Zhao, Kai ; Chuang, Hwei-lin ; Ku, Yu-Cheng |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 1, p. 524-542
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| Subject: | Bitcoin futures | GJR-GARCH | Logistic smooth transition regression | Trading volume | Volatility | Volatilität | Handelsvolumen der Börse | Virtuelle Währung | Virtual currency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.07.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446485