Which predictor is more predictive for Bitcoin volatility? : and why?
Chao Liang, Yaojie Zhang, Xiafei Li, Feng Ma
| Year of publication: |
2022
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|---|---|
| Authors: | Liang, Chao ; Zhang, Yaojie ; Li, Xiafei ; Ma, Feng |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 2, p. 1947-1961
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| Subject: | Bitcoin | forecasting | GARCH-MIDAS | volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Prognose | Forecast | Welt | World | ARCH-Modell | ARCH model | Elektronisches Zahlungsmittel | Electronic payment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2252 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013184415