Analyzing Bitcoin Price Volatility Julio

  title={Analyzing Bitcoin Price Volatility Julio},
  author={Cesar Soldevilla Estrada},
  • Cesar Soldevilla Estrada
  • Published 2017
In this work we do an analysis of Bitcoin’s price and volatility. Particularly, we look at Granger-causation relationships among the pairs of time series: Bitcoin price and the S&P 500, Bitcoin price and the VIX, Bitcoin realized volatility and the S&P 500, and Bitcoin realized volatility and the VIX. Additionally, we explored the relationship between Bitcoin weekly price and public enthusiasm for Blockchain, the technology behind Bitcoin, as measured by Google Trends data. we explore the… CONTINUE READING

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