Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach
[Est-ce que les émotions collectives ont une influence directrice sur la volatilité?]
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DOI: 10.1016/j.jebo.2022.01.026
Note: View the original document on HAL open archive server: https://hal.science/hal-04412029
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Keywords
Bitcoin volatility; Bitcoin bubble; Emotions Sentiment; Regime-switching; VAR model Nonlinearity;All these keywords.
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