RePEcCrypto & DeFi
Volatility Estimators for Cryptocurrencies
The paper studies the realized volatility of cryptocurrencies, showing that the best predictors for Bitcoin and Ethereum come from 30-day implied volatility.
Featured in No. 30 on 20 Dec 2023 · on release day
- Released
- 20 Dec 2023
- First featured
- No. 30 · 20 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 24
- Identifier
- RePEc:gam:jstats:v:6:y:2023:i:4:p:82-1370:d:1298480
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).