articleEconomic ModellingMar 27, 2017Closed access

Can volume predict Bitcoin returns and volatility? A quantiles-based approach

MBMehmet BalcılarEBElie BouriRGRangan GuptaDRDavid Roubaud

Montpellier Business School · University of Pretoria · +2 more institutions

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Topics
Keywords
  • Quantile
  • Econometrics
  • Volatility (finance)
  • Economics
  • Nonparametric statistics
  • Conditional probability distribution
  • Financial economics
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