Research on Quantitative Trading Model——Taking Bitcoin and gold as examples
Abstract
References
Index Terms
- Research on Quantitative Trading Model——Taking Bitcoin and gold as examples
Recommendations
Estimating bitcoin and traded asset classes volatility using GARCH model
Bitcoin is the world's first cryptocurrency which has largest market capitalization. The study aims to analyze the risk measures for the bitcoin and comparing with tradable asset classes that include the Standard and Poor's BSE 500, USD, Euro, GBP and ...
The Impact of Bitcoin on Gold: Analysis Based on Autoregressive Distributed Lag, Quantile Regression, and Ordinary Least Squares Models
DEBAI '24: Proceedings of the International Conference on Digital Economy, Blockchain and Artificial IntelligenceWith Bitcoin emerging as a revolutionary digital asset and an alternative investment in international financial markets, its potential impact on traditional financial instruments like gold warrants thorough examination. To delve into the dynamic ...
Volatility Spillovers between US Banking Industry and Bitcoin Market: Risk Implications for Banking Industry
ICBCT '20: Proceedings of the 2020 2nd International Conference on Blockchain TechnologyThis paper examines the volatility spillovers between Bitcoin market and US banking industry using unrestricted BEKK-GARCH model. The results show that there is a strong short-term volatility spillover effect in the two markets. However, Bitcoin trading ...
Comments
Information & Contributors
Information
Published In
![cover image ACM Other conferences](/cms/asset/24edee37-ce00-4a88-bfa6-5af82fe221b6/3603781.cover.jpg)
Publisher
Association for Computing Machinery
New York, NY, United States
Publication History
Check for updates
Author Tags
Qualifiers
- Research-article
- Research
- Refereed limited
Conference
Acceptance Rates
Contributors
Other Metrics
Bibliometrics & Citations
Bibliometrics
Article Metrics
- 0Total Citations
- 33Total Downloads
- Downloads (Last 12 months)15
- Downloads (Last 6 weeks)2
Other Metrics
Citations
View Options
Login options
Check if you have access through your login credentials or your institution to get full access on this article.
Sign inFull Access
View options
View or Download as a PDF file.
PDFeReader
View online with eReader.
eReaderHTML Format
View this article in HTML Format.
HTML Format