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The determinants of positive feedback trading behaviors in Bitcoin markets
Wang, Jying-Nan; Lee, Yen-Hsien; Liu, Hung-Chun; Lee, … - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014574911
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The economic value of Bitcoin : a volatility timing perspective with portfolio rebalancing
Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015135740
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Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators
Hung, Jui-Cheng; Liu, Hung-Chun; Yang, Jimmy J. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012654833