Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
Yue Qiu, Yifan Wang, Tian Xie
Topics & Concepts
CryptocurrencyVolatility (finance)EconomicsExplanatory powerSpillover effectEconometricsRealized varianceLinkage (software)Monetary economicsFinancial economicsMacroeconomicsComputer scienceGeneComputer securityBiochemistryChemistryPhilosophyEpistemologyBlockchain Technology Applications and SecurityComplex Systems and Time Series AnalysisFinancial Markets and Investment Strategies