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]
@article{SapuricKG22,
title = {The relationship between Bitcoin returns, volatility and volume: asymmetric GARCH modeling},
author = {Svetlana Sapuric and Angelika I. Kokkinaki and Ifigenia Georgiou},
year = {2022},
doi = {10.1108/JEIM-10-2018-0228},
url = {https://doi.org/10.1108/JEIM-10-2018-0228},
researchr = {https://researchr.org/publication/SapuricKG22},
cites = {0},
citedby = {0},
journal = {J. Enterprise Inf. Management},
volume = {35},
number = {6},
pages = {1506-1521},
}