论文信息 - Volatility estimation for Bitcoin: A comparison of GARCH models - 字舞流文

Volatility estimation for Bitcoin: A comparison of GARCH models

Paraskevi Katsiampa

[1] Reuben Grinberg. Bitcoin: An Innovative Alternative Digital Currency , 2011 .

[2] Kai Zimmermann,et al. Bitcoin - Asset or Currency? Revealing Users' Hidden Intentions , 2014, ECIS.

[3] Marc Gronwald,et al. The Economics of Bitcoins -- Market Characteristics and Price Jumps , 2014, SSRN Electronic Journal.

[4] Eng-Tuck Cheah,et al. Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin , 2015 .

[5] Jamal Bouoiyour,et al. Bitcoin Price: Is it really that New Round of Volatility can be on way? , 2015 .

[6] M. Elbeck,et al. Bitcoins as an investment or speculative vehicle? A first look , 2015 .

[7] A. H. Dyhrberg. Hedging capabilities of bitcoin. Is it the virtual gold , 2016 .

[8] A. H. Dyhrberg. Bitcoin, gold and the dollar – A GARCH volatility analysis , 2016 .

[9] Jamal Bouoiyour,et al. Bitcoin: a beginning of a new phase? , 2016 .

[10] Andrew Urquhart. The Inefficiency of Bitcoin , 2016 .

[11] María José Basgall,et al. Some Stylized Facts of the Bitcoin Market , 2017, 1708.04532.

[12] Elie Bouri,et al. On the return-volatility relationship in the Bitcoin market around the price crash of 2013 , 2016 .