Bayesian stochastic volatility predictability of cryptocurrencies with the algorithm of Metropolis Hasting
Fatma Hachicha, Yosra Ghabri, Khaled Guesmi, Ramzi Benkraiem
| Alternative title: | Prévisibilité bayésienne de la volatilité stochastique des crypto-monnaies avec l'algorithme de Metropolis Hasting |
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| Year of publication: |
2022
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| Authors: | Hachicha, Fatma ; Ghabri, Yosra ; Guesmi, Khaled ; Benkraiem, Ramzi |
| Published in: |
Revue Gestion 2000 : management & prospective. - Louvain-la-Neuve : Recherches et Publ. en Management, ISSN 0773-0543, ZDB-ID 1415978-8. - Vol. 39.2022, 6, p. 163-186
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| Subject: | Crytocurrency | volatility | forecast model | SVOL | MCMC | Metropolis Hasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Bayes-Statistik | Bayesian inference | Theorie | Theory | Markov-Kette | Markov chain | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in englischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014306107