SSRNCrypto & DeFi
Cryptos Volatility
The research uses a combination of volatility roughness and jumps in Bitcoin to model its dynamics, showing significant differences compared to equities and fixed income funds.
Featured in No. 59 on 31 Jul 2024 · 5 days after release
- Released
- 26 Jul 2024
- First featured
- No. 59 · 31 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4906528
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).