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Intertemporal asset pricing with bitcoin · Study

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ArticleIntertemporal asset pricing with bitcoin

Dimitrios Koutmos2020

OA

Articlebronze2020

Intertemporal asset pricing with bitcoin

Dimitrios Koutmos · James E. Payne

23 citations·0/0 files stored·Review of Quantitative Finance and Accounting

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Financial Markets and Investment Strategies Stochastic processes and financial applications Market Dynamics and Volatility

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References

1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1997Postwar U.S. Business Cycles: An Empirical Investigation 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1987Expected stock returns and volatility 1980On estimating the expected return on the market 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations

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Year2020

Typearticle

Published2020-07-09

VenueReview of Quantitative Finance and Accounting

ISSN-L0924-865X

Languageen

Citations23

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/s11156-020-00904-x

openalex_workW3041556550

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