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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...
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| Publicado no: | Ann Oper Res |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Springer US
2021
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC8207820/ https://ncbi.nlm.nih.gov/pubmed/34155418 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10479-021-04116-x |
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