Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis-Reference-Cited by-同舟云学术

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Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis

Published:2018-05-10 Issue:2 Volume:11 Page:23
ISSN:1911-8074
Container-title:Journal of Risk and Financial Management
language:en
Short-container-title:JRFM

Author:

Conrad Christian,Custovic Anessa,Ghysels Eric^ORCID

Publisher

MDPI AG

Link

http://www.mdpi.com/1911-8074/11/2/23/pdf

Reference22 articles.

1. The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin;Al-Khazali;Economics Bulletin,2018

2. Can volume predict Bitcoin returns and volatility? A quantiles-based approach

3. Bitcoin: Currency or Investment?

4. Risk, uncertainty, and asset prices

5. Expected Stock Returns and Variance Risk Premia

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1. The market dance between the rhythm of bitcoin prices and the S&P 500 Index;International Scientific Conference „Business and Management“;2024-09-11

2. Can U.S. macroeconomic indicators forecast cryptocurrency volatility?;The North American Journal of Economics and Finance;2024-09

3. Forecasting bitcoin: Decomposition aided long short-term memory based time series modeling and its explanation with Shapley values;Knowledge-Based Systems;2024-09

4. Do design features explain the volatility of cryptocurrencies?;Finance Research Letters;2024-08

5. Relation between international power dynamic and closing price volatility in China´s power industry;Environment, Development and Sustainability;2024-07-24

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