Does market attention affect bitcoin returns and volatility? (Q2331007)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does market attention affect bitcoin returns and volatility? |
scientific article |
Statements
Does market attention affect bitcoin returns and volatility? (English)
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23 October 2019
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bitcoin
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market attention
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ARMA time series models
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GARCH time series models
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box-Jenkins procedure
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forecasting analysis
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