Long-range memory, distributional variation and randomness of bitcoin volatility

By Salim Lahmiri, Stelios D. Bekiros, Antonio Salvi. 2018

131 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/aab383523ad1bc92c546d82154aba0ec3265e938

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Xiao Li
2. Pengfei Wang
3. Dehua Shen
4. Wei Zhang

In Finance

1. Xiao Li
2. Pengfei Wang
3. Dehua Shen
4. Wei Zhang

Citations in the corpus

• An empirical investigation of volatility dynamics in the cryptocurrency market (2019, unknown): “This is also consistent with the studies of Liu et al. (2017), Katsiampa (2018),”
• Some stylized facts of the cryptocurrency market (2018, background): “The third focuses on the long-range dependence of Bitcoin returns (Balcilar et al. 2017; Lahmiri and Bekiros 2018; Lahmiri, Bekiros, and Salvi 2018; Urquhart 2017).”