On foot of the previous post, a reader asked me for some analysis of comparatives between Bitcoin volatility and Gold price volatility. It took some time to get to the answer. One of the reasons is that Bitcoin is traded continuously, while gold prices are listed for specific markets trading dates. So it takes some time to reconcile two data sets.
Here is the analysis. Starting with daily returns volatilities for log-log returns:
This post was published at True Economics on Tuesday, March 14, 2017.
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