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Volatility estimation for Bitcoin: Replication and robustness. (2018). Darne, Olivier ; Charles, Amelie.
In: Post-Print.
RePEc:hal:journl:hal-01941102.

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  1. Analyzing the Volatility Dynamics of Crypto Currency and the Occurrence of Speculative Bubbles: The Examples of Bitcoin, Ethereum, and Ripple. (2023). Altunoz, Utku.
    In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi.
    RePEc:ist:journl:v:73:y:2023:i:1:p:615-643.

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  2. Forecasting volatility of Bitcoin. (2022). Molnár, Peter ; Polasik, Micha ; Molnar, Peter ; Lind, Andrea Falk ; Bergsli, Lykke Overland.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001616.

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  3. Deep learning in predicting cryptocurrency volatility. (2022). Piscopo, Gabriella ; Levantesi, Susanna ; Damato, Valeria.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001704.

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  4. Forecasting cryptocurrency volatility. (2022). Grassi, Stefano ; Catania, Leopoldo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:3:p:878-894.

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  5. Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models. (2020). Fakhfekh, Mohamed ; Jeribi, Ahmed.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930056x.

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References

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