Uncertainty or investor attention: Which has more impact on Bitcoin volatility?
Serkan Aras, Mehmet Ozan ÖZDEMİR, Cihan ÇILGIN
Topics & Concepts
Volatility (finance)EconomicsMonetary economicsVolatility smileImplied volatilityCryptocurrencyVolatility swapFinancial economicsEconometricsComputer scienceComputer securityBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis