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Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty |
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| Institution: | 1. Faculty of Finance, Cass Business School, City University London, 106 Bunhill Row, London EC1Y 8TZ, United Kingdom;2. Knowledge Transfer Partnership (KTP) Associate, Faculty of Finance, University of Kent, Canterbury, Kent CT2 7NZ, United Kingdom;1. Accounting and Finance Department, Lancaster University Management School, Lancaster University, Lancaster LA1 4YX, United Kingdom;2. Finance Group, Warwick Business School, University of Warwick, Coventry CV4 7AL, United Kingdom |
| Abstract: | |
| Keywords: | HARQ Model averaging Bitcoin Realized volatility |
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