Can uncertainty indices predict Bitcoin prices? : a revisited analysis using partial and multivariate wavelet approaches
Year of publication: |
2019
|
---|---|
Authors: | Al-Yahyaee, Khamis Hamed ; Ur Rehman, Mobeen ; Mensi, Walid ; Al-Jarrah, Idries Mohammad Wanas |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 49.2019, p. 47-56
|
Subject: | Bitcoin | Bivariate and multivariate wavelet approaches | Uncertainty indices | Zustandsraummodell | State space model | Theorie | Theory | Wirtschaftsindikator | Economic indicator | Risiko | Risk | Prognoseverfahren | Forecasting model | Multivariate Analyse | Multivariate analysis |
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