Predicting the volatility of Bitcoin returns based on kernel regression-Reference-Cited by-同舟云学术

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Predicting the volatility of Bitcoin returns based on kernel regression

Published:2023-08-14 Issue: Volume: Page:
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Şanlı Sera^ORCID,Balcılar Mehmet^ORCID,Özmen Mehmet^ORCID

Funder

Türkiye Bilimsel ve Teknolojik Araştirma Kurumu

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Link

https://link.springer.com/content/pdf/10.1007/s10479-023-05490-4.pdf

Reference164 articles.

1. Aalborg, H. A., Molnár, P., & de Vries, J. E. (2019). What can explain the price, volatility and trading volume of Bitcoin? Finance Research Letters, 29, 255–265.

2. Abberger, K. (1995). Volatility and conditional distribution in financial markets (Diskussionsbeiträge-Serie II, No. 252). Universität Konstanz

3. Abraham, B., & Ledolter, J. (1983). Statistical methods for forecasting. Wiley.

4. Acharya, S., Thomas, A., & Pani, B. (2018). Volatility of Bitcoin and its implication to be a currency. International Journal of Engineering Technology Science and Research, 5(1), 1017–1024.

5. Alexander, C. (2008). Market risk analysis, practical financial econometrics (Vol. 2). Wiley.

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