The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns
Wonse Kim, Junseok Lee, Kyungwon Kang
| Year of publication: |
2020
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|---|---|
| Authors: | Kim, Wonse ; Lee, Junseok ; Kang, Kyungwon |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 33.2020, p. 1-8
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| Subject: | Bitcoin | Bitcoin futures | Discrete Fourier transform | Intraday volatility | Realized volatility | Volatilität | Volatility | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Elektronisches Zahlungsmittel | Electronic payment | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430906