Can uncertainty indices predict Bitcoin prices? : a revisited analysis using partial and multivariate wavelet approaches
Khamis Hamed Al-Yahyaee, Mobeen Ur Rehman, Walid Mensi, Idries Mohammad Wanas Al-Jarrah
| Year of publication: |
2019
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|---|---|
| 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
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| Subject: | Bitcoin | Bivariate and multivariate wavelet approaches | Uncertainty indices | Zustandsraummodell | State space model | Risiko | Risk | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.03.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012269150