Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders
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DOI: 10.1016/j.irfa.2024.103617
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More about this item
Keywords
Return-volatility; Cryptocurrencies; Asymmetric; Quintile regression; Return frequencies;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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