Are bitcoin prices isolated or co-integrated?
Vishal Vyas, Kiran Mehta and Renuka Sharma
| Year of publication: |
2023
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|---|---|
| Authors: | Vyas, Vishal ; Mehta, Kiran ; Sharma, Renuka |
| Published in: |
International journal of business and globalisation : IJBG. - Genève [u.a.] : Inderscience Enterprises, ISSN 1753-3635, ZDB-ID 2435929-4. - Vol. 35.2023, 1/2, p. 5-19
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| Subject: | ADF | bitcoin | cointegration | cryptocurrency | exchange rate | Granger causality | impulse response function | stationarity | unit-root | variance decomposition | Virtuelle Währung | Virtual currency | Wechselkurs | Exchange rate | Kointegration | Cointegration | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBG.2023.134385 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014388694