Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies

C-Tier
Journal: Economics Letters
Year: 2021
Volume: 208
Issue: C

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper studies whether the volatility spillover effect among cryptocurrencies matters for forecasting Bitcoin realized volatility. Our results show that Bitcoin volatility models considering the linkage effect have better in-sample explanatory power and significantly improve the performance for short-term forecasts.

Technical Details

RePEc Handle
repec:eee:ecolet:v:208:y:2021:i:c:s0165176521003694
Journal Field
General
Author Count
3
Added to Database
2026-01-29