Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?

This study aims to examine the issue of cryptocurrency volatility modelling and forecasting based on high-frequency data. More specifically, this study assesses whether crisis periods, particularly the coronavirus disease pandemic, influence the dynamic of cryptocurrency volatility. We investigate t...

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Detalles Bibliográficos
Autores principales: Ftiti, Zied, Louhichi, Wael, Ben Ameur, Hachmi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8207820/
https://www.ncbi.nlm.nih.gov/pubmed/34155418
http://dx.doi.org/10.1007/s10479-021-04116-x

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8207820/
https://www.ncbi.nlm.nih.gov/pubmed/34155418
http://dx.doi.org/10.1007/s10479-021-04116-x

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