Forecasting volatility in bitcoin market
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
https://link.springer.com/content/pdf/10.1007/s10436-020-00368-y.pdf
Reference59 articles.
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3. Balcombe, K., Fraser, I.: Do bubbles have an explosive signature in markov switching models? Econ Model 66, 81–100 (2017)
4. Bariviera, A.F.: The inefficiency of Bitcoin revisited: a dynamic approach. Econ Lett 161, 1–4 (2017)
5. Bariviera, A.F., Basgall, M.J., Hasperué, W., Naiouf, M.: Some stylized facts of the Bitcoin market. Phys A Stat Mech Appl 484, 82–90 (2017)
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