Bitcoin Price: Is it really that New Round of Volatility can be on way?
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Cited by:
- Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2022.
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"Persistence in the cryptocurrency market,"
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- Chappell, Daniel, 2018. "Regime heteroskedasticity in Bitcoin: A comparison of Markov switching models," MPRA Paper 90682, University Library of Munich, Germany.
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- Shazia Salamat & Niu Lixia & Sobia Naseem & Muhammad Mohsin & Muhammad Zia-ur-Rehman & Sajjad Ahmad Baig, 2020. "Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(3), pages 1580-1596, March.
- Jeffrey Chu & Stephen Chan & Saralees Nadarajah & Joerg Osterrieder, 2017. "GARCH Modelling of Cryptocurrencies," JRFM, MDPI, vol. 10(4), pages 1-15, October.
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- Katsiampa, Paraskevi, 2017. "Volatility estimation for Bitcoin: A comparison of GARCH models," Economics Letters, Elsevier, vol. 158(C), pages 3-6.
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- Zhou, Siwen, 2018. "Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach," MPRA Paper 89445, University Library of Munich, Germany.
- Gregor Dorfleitner & Carina Lung, 2018. "Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 472-494, December.
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More about this item
Keywords
Bitcoin; volatility; optimal GARCH model.;All these keywords.
JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- F3 - International Economics - - International Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2015-07-18 (Macroeconomics)
- NEP-MON-2015-07-18 (Monetary Economics)
- NEP-RMG-2015-07-18 (Risk Management)
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