Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Xinyu Wu, Xuebao Yin, Zaghum Umar, Najaf Iqbal
| Year of publication: |
2023
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| Authors: | Wu, Xinyu ; Yin, Xuebao ; Umar, Zaghum ; Iqbal, Najaf |
| 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. 67.2023, p. 1-15
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| Subject: | Bitcoin | Conditional Auto Regressive Range (CARR) | Crude oil | Leverage effect | Price range | Volatility spillover | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101948 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014484142