Intertemporal asset pricing with bitcoin
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
https://link.springer.com/content/pdf/10.1007/s11156-020-00904-x.pdf
Reference46 articles.
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2. Ardiar D, Bluteau K, Ruede M (2019) Regime changes in bitcoin GARCH volatility dynamics. Finance Res Lett (forthcoming)
3. Balcilar M, Bouri E, Gupta R, Roubaud D (2017) Can volume predict bitcoin returns and volatility? A quantiles-based approach. Econ Model 64:74–81
4. Bange MM (2000) Do the portfolios of small investors reflect positive feedback trading? J Financ Quant Anal 35(2):239–255
5. Baur DG, Dimpfl T (2018) Asymmetric volatility in cryptocurrencies. Econ Lett 173:148–151
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