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Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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    RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524007078.

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  2. Modeling climate policy uncertainty into cryptocurrency volatilities. (2025). Cui, Tianxiang ; Wu, Xiangling ; Ding, Shusheng ; Goodell, John W ; Du, Anna Min.
    In: International Review of Financial Analysis.
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  3. Bayesian Inference for Long Memory Stochastic Volatility Models. (2024). Laurini, Márcio ; Chaim, Pedro.
    In: Econometrics.
    RePEc:gam:jecnmx:v:12:y:2024:i:4:p:35-:d:1530826.

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    RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:157-:d:386045.

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  33. Cryptocurrency Returns before and after the Introduction of Bitcoin Futures. (2020). Stengos, Thanasis ; Deniz, Pinar.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:116-:d:367403.

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  34. A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns. (2020). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:33-:d:319970.

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  35. Volatility persistence in cryptocurrency markets under structural breaks. (2020). Madigu, Godfrey ; Gil-Alana, Luis ; Abakah, Emmanuel ; Romero-Rojo, Fatima ; Aikins, Emmanuel Joel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691.

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  36. The drivers of Bitcoin trading volume in selected emerging countries. (2020). BOURAOUI, Taoufik.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:76:y:2020:i:c:p:218-229.

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  37. Bitcoin and gold price returns: A quantile regression and NARDL analysis. (2020). Jareño, Francisco ; Tolentino, Marta ; De, Maria ; Sierra, Karen ; Jareo, Francisco.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309985.

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  38. Cryptocurrency accepting venues, investor attention, and volatility. (2020). Sabah, Nasim.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930649x.

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  39. Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Yin, Libo ; Su, Zhi ; Fang, Tong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106.

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  40. More heat than light: Investor attention and bitcoin price discovery. (2020). Rzayev, Khaladdin ; Ibikunle, Gbenga ; McGroarty, Frank.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:69:y:2020:i:c:s1057521919306301.

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  41. Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

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  42. Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

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  43. Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Plíhal, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Plihal, Toma ; Molnar, Peter ; Iraova, Maria.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

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  44. High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets. (2020). ALAGIDEDE, IMHOTEP ; Omane-Adjepong, Maurice.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:132:y:2020:i:c:s096007791930520x.

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  45. Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Piliouras, Georgios ; Koki, Constandina.
    In: Papers.
    RePEc:arx:papers:2011.03741.

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  46. Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi.
    In: Papers.
    RePEc:arx:papers:2003.09723.

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  47. Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests. (2019). Oxley, Les ; Hu, Yang ; Lang, Chunlin.
    In: Working Papers in Economics.
    RePEc:wai:econwp:19/12.

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  48. Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets. (2019). Škrinjarić, Tihana.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:4:p:59-:d:275379.

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  49. Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446.

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  50. Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns. (2019). Plastun, Alex ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7917.

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