The intraday dynamics of Bitcoin
Andrea Eross, Frank McGroarty, Andrew Urquhart, Simon Wolfe
| Year of publication: |
2019
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| Authors: | Eross, Andrea ; McGroarty, Frank ; Urquhart, Andrew ; Wolfe, Simon |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 49.2019, p. 71-81
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| Subject: | Bitcoin | Cryptocurrency | Granger causality | High-frequency | Intraday patterns | Lead-lag | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Elektronisches Zahlungsmittel | Electronic payment | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2019.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012135993