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Biblio
, 鈥�Does the tail risk index matter in forecasting downside risk?鈥�, International Journal of Finance and Economics, pp. 1-16, 2022.
, 鈥�Trading activity and price discovery in Bitcoin futures markets鈥�, Journal of Empirical Finance, vol. 62, no. June, pp. 107-120, 2021.
, 鈥�Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators鈥�, North American Journal of Economics and Finance, vol. 52, pp. 101-165, 2020.
