Cryptocurrency volatility: A review, synthesis, and research agenda
Mohamed Shaker Ahmed, Ahmed El‐Masry, Aktham Maghyereh, Satish Kumar
Topics & Concepts
CryptocurrencyStylized factVolatility (finance)EconomicsStochastic volatilityFinancial economicsVolatility swapEconometricsRealized varianceImplied volatilityBusinessComputer scienceMacroeconomicsComputer securityBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityFinancial Markets and Investment Strategies