Empirical Study on the Correlation and Volatility between Bitcoin and the Blockchain Index: Based on Granger causality test and GARCH-class model

Tuotuo Qi, Tianmei Wang, Jianming Zhu, Ruyu Bai. Empirical Study on the Correlation and Volatility between Bitcoin and the Blockchain Index: Based on Granger causality test and GARCH-class model. In ICCSE'19: The 4th International Conference on Crowd Science and Engineering, Jinan, China, October 18 - 21, 2019. pages 28-32, ACM, 2019. [doi]

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