Do design features explain the volatility of cryptocurrencies?-Reference-Cited by-同舟云学术

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Do design features explain the volatility of cryptocurrencies?

Published:2024-08 Issue: Volume:66 Page:105536
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Eska Fabian E.^ORCID,Shi Yanghua^ORCID,Theissen Erik^ORCID,Uhrig-Homburg Marliese^ORCID

Funder

DFG

Publisher

Elsevier BV

Reference38 articles.

1. Volatility in emerging stock markets;Aggarwal;J. Financ. Quant. Anal.,1999

2. Hybrid deep learning and GARCH-family models for forecasting volatility of cryptocurrencies;Amirshahi;Mach. Learn. Appl.,2023

3. Regime changes in Bitcoin GARCH volatility dynamics;Ardia;Fianance Res. Lett.,2019

4. Are cryptocurrencies becoming more interconnected?;Aslanidis;Econom. Lett.,2021

5. Asymmetric volatility in cryptocurrencies;Baur;Econom. Lett.,2018

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