相关参考文献
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Regime changes in Bitcoin GARCH volatility dynamics
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Information interdependence among energy, cryptocurrency and major commodity markets
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REVIEW OF FINANCIAL STUDIES (2018)
The inefficiency of Bitcoin revisited: A dynamic approach
Aurelio F. Bariviera
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CONTINUOUS-TIME MODELS, REALIZED VOLATILITIES, AND TESTABLE DISTRIBUTIONAL IMPLICATIONS FOR DAILY STOCK RETURNS
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Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
Suzanne S. Lee et al.
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Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility
Torben G. Andersen et al.
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