Bitcoin's innovative aspects, return volatility and uncertainty shocks
BF Frascaroli - International Journal of Financial Markets …, 2020 - inderscienceonline.com
This paper investigates how Bitcoin's (BTC) return volatility is affected by the main global
financial market indicators, its own innovative aspects and uncertainty. First, the strategy …
financial market indicators, its own innovative aspects and uncertainty. First, the strategy …
Análise do perfil de consumo pré e pós pandêmico: comportamento do consumidor antes, durante e após a era Covid-19
JV de Lima Barroso… - …, 2023 - ojs.observatoriolatinoamericano …
O estudo investiga as adaptações do consumidor diante dos desafios impostos pela
pandemia de COVID-19, abordando mudanças significativas, como a redução da demanda …
pandemia de COVID-19, abordando mudanças significativas, como a redução da demanda …
Mudança de Regime Markoviano na dinâmica de volatilidade do Mercado de criptomoedas e seus reflexos na previsão do value-at-risk
PF Marschner - 2019 - repositorio.ufsm.br
This research proposes a comparative analysis of some conditional volatility models for the
calculation of Value-at-Risk (VaR) applied to the main financial series of the crypto …
calculation of Value-at-Risk (VaR) applied to the main financial series of the crypto …
[PDF][PDF] Bitcoin's return volatility and uncertainty shocks
BF Frascaroli - 2019 - anpec.org.br
This paper investigates how Bitcoin's (BTC) return volatility is affected by its own innovative
aspects, by the main global financial market indicators, and by shocks on volatility and …
aspects, by the main global financial market indicators, and by shocks on volatility and …