The relationship between Bitcoin returns, volatility and volume: asymmetric GARCH modeling

Svetlana Sapuric, Angelika I. Kokkinaki, Ifigenia Georgiou. The relationship between Bitcoin returns, volatility and volume: asymmetric GARCH modeling. J. Enterprise Inf. Management, 35(6):1506-1521, 2022. [doi]

Abstract

Abstract is missing.