Dependency and causal relationship between "Bitcoin" and financial asset classes : a Bayesian network approach
Mourad Mroua, Nada Souissi, Mrabet Donia
| Year of publication: |
2024
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|---|---|
| Authors: | Mroua, Mourad ; Souissi, Nada ; Donia, Mrabet |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 4, p. 4888-4901
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| Subject: | Bayesian network | Bitcoin | conventional markets | GARCH model | Markov switching | parametric and structure learning | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Virtuelle Währung | Virtual currency | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2895 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015337846