Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	European Financial Management
DOIs	https://doi.org/10.1111/eufm.12254
Publication status	Published - Nov 2020

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@article{f831b24b8489414593e872990e7ae534,

title = "Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks",

author = "D Shen and Andrew Urquhart and P Wang",

year = "2020",

month = nov,

doi = "10.1111/eufm.12254",

language = "English",

journal = "European Financial Management",

issn = "1354-7798",

publisher = "Wiley",

}