Bitcoin price: Is it really that new round of volatility can be on way?
J Bouoiyour, R Selmi - 2015 - mpra.ub.uni-muenchen.de
… However, Bitcoin’s declining fluctuations since the start 2015 has revived … Bitcoin market
phase. Using an optimal GARCH model on daily data, we show that the volatility of Bitcoin price …
phase. Using an optimal GARCH model on daily data, we show that the volatility of Bitcoin price …
How does price of Bitcoin volatility change?
Y Kurihara, A Fukushima - International Research in …, 2018 - journal.julypress.com
… would dampen the sound development of Bitcoin. This paper examines how the volatile price
of Bitcoin … If Bitcoin prices fluctuate or Bitcoin loses its value extremely, participants avoid its …
of Bitcoin … If Bitcoin prices fluctuate or Bitcoin loses its value extremely, participants avoid its …
Bitcoin and its offspring: a volatility risk approach
W Bazán-Palomino - … studies of financial technologies and cryptocurrency …, 2020 - Springer
… As the Bitcoin technology stands at present, the only way to … months, it remained around 0.5
MB and ever since the data per … Footnote 8 Also, studying the determinants of Bitcoin price is …
MB and ever since the data per … Footnote 8 Also, studying the determinants of Bitcoin price is …
The Price Volatility of Bitcoin: A search for the drivers affecting the price volatility of this digital currency
N Stråle Johansson, M Tjernström - 2014 - diva-portal.org
… bitcoin market will be directly argued for. In this way, we aim to include a through explanation
of the bitcoin … , the bitcoin price exhibits extremely high volatility and a glance at historical …
of the bitcoin … , the bitcoin price exhibits extremely high volatility and a glance at historical …
Implied volatility estimation of bitcoin options and the stylized facts of option pricing
N Zulfiqar, S Gulzar - Financial Innovation, 2021 - Springer
… of 2020 could be seen as a way to help … true for the trading on the 13th, 12th, 10th, 9th, 8th,
7th, 6th, and 5th days left to expiry, where the Bitcoin options are trading almost around 70% …
7th, 6th, and 5th days left to expiry, where the Bitcoin options are trading almost around 70% …
Information availability and return volatility in the bitcoin market: analyzing differences of user opinion and interest
JH Yu, J Kang, S Park - Information Processing & Management, 2019 - Elsevier
… are about 1,000 virtual currencies around the world. Each … Price volatility is the way in which
information is expressed in … is very close to 1, indicating that the return volatility of Bitcoin …
information is expressed in … is very close to 1, indicating that the return volatility of Bitcoin …
BitCoin: A new basket for eggs?
… can predict Bitcoin returns and volatility and vice versa. … a one-way causality from economic
situation to the Bitcoin market or … has no relationship with the macroeconomic cycle. First, the …
situation to the Bitcoin market or … has no relationship with the macroeconomic cycle. First, the …
The Bitcoin options market: A first look at pricing and risk
… This paper offers the first-ever look at Bitcoin options by … the implied volatility and risk
characteristics of Bitcoin options … to regime 1, than the other way round). The first regime (probability …
characteristics of Bitcoin options … to regime 1, than the other way round). The first regime (probability …
[PDF][PDF] Estimation of bitcoin volatility: GARCH implementation
D Teker, S Teker - SSRG International Journal of Economics and …, 2020 - researchgate.net
… that explains the volatility of Bitcoin prices. The daily data for the Bitcoin prices are used through
a … On the returnvolatility relationship in the Bitcoin market around the price crash of 2013. …
a … On the returnvolatility relationship in the Bitcoin market around the price crash of 2013. …
Is Bitcoin really untethered?
JM Griffin, A Shams - The Journal of Finance, 2020 - Wiley Online Library
… Bitcoin in a way that pushes Bitcoin up and then sell some … study of Bitcoin and other
cryptocurrency prices around these … for lagged volatility and the interaction of lagged volatility and …
cryptocurrency prices around these … for lagged volatility and the interaction of lagged volatility and …