Economics Letters · 2018 · 207 citations · 9 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsFinancial MarketsCapital Asset Pricing ModelCapital MarketsCointegration AnalysisFinancial RiskMarket RiskVolatility ModelingCross-border SpilloversMarket Shock AnalysisMarket Volatility EffectsPrice Volatility EffectsReturn Spillover Effects
9
Bitcoin, gold and the dollar – A GARCH volatility analysis
Anne Haubo Dyhrberg · Finance research letters · 2015 · 1.5K citations
Exploring the dynamic relationships between cryptocurrencies and other financial assets
Shaen Corbet, Andrew Meegan, Charles Larkin et al. · Economics Letters · 2018 · 1.3K citations · Full text
Volatility estimation for Bitcoin: A comparison of GARCH models
Paraskevi Katsiampa · Economics Letters · 2017 · 1.1K citations · Full text
Can volume predict Bitcoin returns and volatility? A quantiles-based approach
Mehmet Balcılar, Elie Bouri, Rangan Gupta et al. · Economic Modelling · 2017 · 717 citations