Blockchain analytics for intraday financial risk modeling
Year of publication: |
2019
|
---|---|
Authors: | Dixon, Matthew F. ; Akcora, Cuneyt Gurcan ; Gel, Yulia R. ; Kantarcioglu, Murat |
Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 1.2019, 1/4, p. 67-89
|
Subject: | Blockchain | Cryptocurrencies | Graph analysis | GARCH | Intraday financial risk | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Volatilität | Volatility | Finanzrisiko | Financial risk |
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