The volatility of Bitcoin returns and its correlation to financial markets.
Nhi N. Y. VoGuandong XuPublished in: BESC (2017)
Keyphrases
- financial markets
- stock price
- stock market
- portfolio selection
- risk management
- technical indicators
- stock index
- early warning
- market data
- exchange rate
- trading systems
- stock returns
- trading rules
- agent based modeling
- portfolio theory
- investment strategies
- stock index futures
- financial time series
- machine learning
- search engine