Exploring the dependencies among main cryptocurrency log-returns : a hidden Markov model
Fulvia Pennoni, Francesco Bartolucci, Gianfranco Forte, Ferdinando Ametrano
| Year of publication: |
2022
|
|---|---|
| Authors: | Pennoni, Fulvia ; Bartolucci, Francesco ; Forte, Gianfranco ; Ametrano, Ferdinando |
| Subject: | Bitcoin | Bitcoin cash | decoding | Ethereum | expectation-maximisation algorithm | Litecoin | Ripple | time-series | Virtuelle Währung | Virtual currency | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Elektronisches Zahlungsmittel | Electronic payment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ecno.12193 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012795398