Cryptocurrency volatility pdf

cryptocurrency volatility pdf

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Provided by the Springer Nature. Econ Rev - Economics - J Econ - Int J. Appl Econ - Dickey D, transmission of shocks and volatilities Econometrics and and Statistics.

Forthcoming in: Open Economies Review.

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What is volatility in crypto?
Bitcoin has received a large amount of attention since its introduction by Nakamoto (). Cryptocurrencies are in general highly volatile. Moreover, the Bitcoin return series is the least volatile series with a standard deviation of. , while the Ethereum return series can be. /Volatility-estimation-for-Bitcoin Replication- calvarycoin.online, Cheah, E.,Fry, J. (), �Speculative Bubbles in Bitcoin. Markets? An.
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  • cryptocurrency volatility pdf
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Table 4 Co-jumps in the unconditional variance Full size table. Second , the stock market volatility attributed to exogenous shocks like infectious disease outbreaks e. Our results are in line with Bouri et al.