Forecasting Bitcoin volatility: The role of leverage effect and uncertainty
Author:
- Miao YuMYMiao Yu
- 1 November 2019
- journal article
- research article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 533, 120707
Abstract
No abstract availableKeywords
Funding Information
- China University of Political Science and Law (17ZFG63001)
- Natural Science Foundation of China (L1422009)
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