Work

Forecasting cryptocurrency volatility

Year: 2021

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2021.06.005

Authors: Leopoldo Catania, Stefano Grassi

Institutions: Aarhus University, University of Rome Tor Vergata

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3193158160

FWCI: 8.7

Cites: 78

Cited by: 69

Related to: 10