Investigation of the impact of uncertainty indices on Bitcoin volatility using the ARDL model
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More about this item
Keywords
Bitcoin; cryptocurrency; realized volatility; ARDL model; uncertainty indices; COVID-19.;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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