Empirical analysis of bitcoin prices using threshold time series models
Rodolfo Angelo Magtanggol III de Guzman and Mike K.P. So
| Year of publication: |
December 2018
|
|---|---|
| Authors: | Guzman, Rodolfo Angelo Magtanggol III de ; So, Mike Ka-pui |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 13.2018, 4, p. 1-24
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| Subject: | Bitcoin | blockchain | cryptocurrency | GARCH | Markov chain Monte Carlo | non-linear time series models | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Blockchain | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495218500173 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011984103