Re-examining Bitcoin Volatility: A CAViaR-based Approach
نویسندگان
چکیده
The article aims to explore the heterogeneous feature in determination of Bitcoin volatility using a Markov regime-switching model and test its forecasting ability. methodology ...
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ژورنال
عنوان ژورنال: Emerging Markets Finance and Trade
سال: 2021
ISSN: ['1540-496X', '1558-0938']
DOI: https://doi.org/10.1080/1540496x.2021.1873127