The role of uncertainty index in forecasting volatility of Bitcoin : fresh evidence from GARCH-MIDAS approach
Yufei Xia, Chong Sang, Lingyun He, Ziyao Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Xia, Yufei ; Sang, Chong ; He, Lingyun ; Wang, Ziyao |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 52.2023, p. 1-8
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| Subject: | Bitcoin | Cryptocurrency | Cryptocurrency uncertainty | Economic policy uncertainty | GARCH-MIDAS | Volatility | Volatilität | Virtuelle Währung | Virtual currency | Risiko | Risk | Wirtschaftspolitik | Economic policy | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | 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.2022.103391 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472258