Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach-Reference-Cited by-同舟云学术

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Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach

Published:2023-07 Issue: Volume:67 Page:101948
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Wu Xinyu,Yin Xuebao,Umar Zaghum,Iqbal Najaf^ORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference51 articles.

1. Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data;Abubakr Naeem;Journal of International Financial Markets, Institutions and Money,2022

2. Range-based estimation of stochastic volatility models;Alizadeh;The Journal of Finance,2002

3. Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal;Al-Yahyaee;The North American Journal of Economics and Finance,2019

4. Stacking hybrid GARCH models for forecasting Bitcoin price range;Aras;Expert Systems with Applications,2021

5. Asymmetric volatility in cryptocurrencies;Baur;Economics Letters,2018

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Crash risk connectedness in commodity markets;The European Journal of Finance;2023-12-13

2. Unraveling the Landscape of Bitcoin Research Using Machine Learning: A Topic Modelling Approach;2023 International Conference on Electrical, Electronics, Communication and Computers (ELEXCOM);2023-08-26

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