Zobrazeno 1 - 3
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pro vyhledávání: '"Ashley Pennington"'
Publikováno v:
Archives of Physical Medicine and Rehabilitation. 103:e69
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1b4fc3ab4fb56809822fcbf25f9bcfca
https://doi.org/10.1016/j.apmr.2022.08.605
https://doi.org/10.1016/j.apmr.2022.08.605
We show Bitcoin implied volatility on a 5 minute time horizon is modestly predictable from price, volatility momentum and alternative data including sentiment and engagement. Lagged Bitcoin index price and volatility movements contribute to the model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e93339ab6ee5419f3a6fd398773e5027
http://arxiv.org/abs/2010.15611
http://arxiv.org/abs/2010.15611
