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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2021
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| Materias: | |
| 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 |