Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks-Reference-Cited by-同舟云学术

Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks

Author:

Bouri Elie¹,Gil-Alana Luis A.²^ORCID,Gupta Rangan³,Roubaud David⁴

Affiliation:

1. USEK Business School; Holy Spirit University of Kaslik; Jounieh Lebanon

2. Department of Economics and Navarra Center for International Development, ICS; University of Navarra; Pamplona Spain

3. Department of Economics, Faculty of Economics and Management Sciences; University of Pretoria; Pretoria South Africa

4. Business School; Montpellier France

Funder

Ministerio de Economía y Competitividad

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

Reference70 articles.

2. Term premium structure;Abbritti;Journal of Financial Econometrics,2016

3. Long-range correlations and asymmetry in the Bitcoin market;Alvarez-Ramirez;Physica a: Statistical Mechanics and its Applications.,2017

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