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Volatility estimation for Bitcoin: Replication and robustness

Olivier Darné 1 Amélie Charles 2
1 LEMNA - Laboratoire d'économie et de management de Nantes Atlantique
2 Audencia Business School
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https://hal-audencia.archives-ouvertes.fr/hal-01941102
Contributor : Amelie Charles <>
Submitted on : Monday, December 28, 2020 - 2:26:50 PM
Last modification on : Thursday, January 7, 2021 - 3:28:56 AM

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  • HAL Id : hal-01941102, version 1

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Olivier Darné, Amélie Charles. Volatility estimation for Bitcoin: Replication and robustness. Économie Internationale, La Documentation française, In press. ⟨hal-01941102⟩

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