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1 result for “C-ARIMA”

Causal effect of regulated Bitcoin futures on volatility and volumeq-fin.ST

Regulated Bitcoin futures led to higher volatility and trading volume.

problem Estimating the impact of regulated Bitcoin futures on volatility and volume.

method Employed a new causal approach, C-ARIMA.

result Regulated Bitcoin futures increased Bitcoin volatility by more than double.

Bitcoin futures volatility volume regulation C-ARIMA

2021-09-24abs ↗pdf ↗