Which factors drive Bitcoin volatility : macroeconomic, technical, or both?
Year of publication: |
2023
|
---|---|
Authors: | Wang, Jiqian ; Ma, Feng ; Bouri, Elie ; Guo, Yangli |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 4, p. 970-988
|
Subject: | economic indicators | exogenous drivers | forecasting Bitcoin volatility | shrinkage method | technical indicators | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model |
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