Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum
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- Bilel Sanhaji & Julien Chevallier, 2023. "Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum," Post-Print hal-04218488, HAL.
- Bilel Sanhaji & Julien Chevallier, 2023. "Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum," Post-Print halshs-04250353, HAL.
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Cited by:
- Julien Chevallier & Bilel Sanhaji, 2023.
"Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices,"
Stats, MDPI, vol. 6(4), pages 1-32, December.
- Julien Chevallier & Bilel Sanhaji, 2023. "Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices," Post-Print halshs-04344131, HAL.
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Keywords
realized beta; Bitcoin; Ethereum; capital asset pricing model;All these keywords.
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