Pages that link to "Item:Q1627021"
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The following pages link to Volatility and return jumps in Bitcoin (Q1627021):
Displaying 18 items.
- Momentum trading in cryptocurrencies: short-term returns and diversification benefits (Q777626) (← links)
- Volatility forecasting accuracy for Bitcoin (Q777644) (← links)
- Market risk and Bitcoin returns (Q827254) (← links)
- Return and volatility spillovers among cryptocurrencies (Q1627002) (← links)
- Asymmetric volatility in cryptocurrencies (Q1627016) (← links)
- Portfolio management with cryptocurrencies: the role of estimation risk (Q1738423) (← links)
- Transaction activity and bitcoin realized volatility (Q2060362) (← links)
- Can fiat currencies really hedge bitcoin? Evidence from dynamic short-term perspective (Q2064603) (← links)
- How is price explosivity triggered in the cryptocurrency markets? (Q2070708) (← links)
- Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin (Q2246724) (← links)
- Does market attention affect bitcoin returns and volatility? (Q2331007) (← links)
- Measuring the impact of digital exchange cyberattacks on bitcoin returns (Q2681796) (← links)
- Vulnerability-CoVaR: investigating the crypto-market (Q5039634) (← links)
- Bitcoin: jumps, convenience yields, and option prices (Q5051981) (← links)
- Bitcoin and Its Offspring: A Volatility Risk Approach (Q5148855) (← links)
- Disentangling the nonlinearity effect in cryptocurrency markets during the Covid-19 pandemic: evidence from a regime-switching approach (Q6131005) (← links)
- The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets (Q6148782) (← links)
- A Time-Varying Network for Cryptocurrencies (Q6626215) (← links)