Bayesian change point analysis of Bitcoin returns
Sven Thies, Peter Molnár
| Year of publication: |
2018
|
|---|---|
| Authors: | Thies, Sven ; Molnár, Peter |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 27.2018, p. 223-227
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| Subject: | Bitcoin | Volatility | Bayesian change point model | Regimes | Return | Volatilität | Bayes-Statistik | Bayesian inference | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Schätzung | Estimation | Markov-Kette | Markov chain | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.03.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006867