Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting-Reference-Cited by-同舟云学术

Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting

Published:2019-11 Issue: Volume:63 Page:101133
ISSN:1042-4431
Container-title:Journal of International Financial Markets, Institutions and Money
language:en
Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Walther Thomas,Klein Tony,Bouri Elie

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference65 articles.

1. What can explain the price, volatility and trading volume of Bitcoin?;Aalborg;Finance Res. Lett.,2019

2. Bitcoin price–volume: a multifractal cross-correlation approach;Alaoui;Finance Res. Lett.,2018

3. Anyfantaki, S., Arvanitis, S., Topaloglou, N., 2018. Diversification, Integration and Cryptocurrency Market. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3186474.

4. Regime changes in Bitcoin GARCH volatility dynamics;Ardia;Finance Res. Lett.,2019

5. Bitcoins as an investment or speculative vehicle? A first look;Baek;Appl. Econ. Lett.,2015

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