A Study on Bitcoin Price Volatility Based on the SVAR Model and Impulse Response Analysis

Hecong Xu, Xiaolei Xu, Zhen Wu, Haifeng Guo, Yuxi Zhang, Hongzhi Wang. A Study on Bitcoin Price Volatility Based on the SVAR Model and Impulse Response Analysis. In Hong-Ning Dai, Xuanzhe Liu, Daniel Xiapu Luo, Jiang Xiao, Xiangping Chen, editors, Blockchain and Trustworthy Systems - Third International Conference, BlockSys 2021, Guangzhou, China, August 5-6, 2021, Revised Selected Papers. Volume 1490 of Communications in Computer and Information Science, pages 214-225, Springer, 2021. [doi]

Abstract

Abstract is missing.