Type of publication: Book / Working Paper
Language: English
Notes:
Pennoni, Fulvia and Bartolucci, Francesco and Forte, Gianfranco and Ametrano, Ferdinando (2020): Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model.
Classification: C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications
Source:
BASE
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015234891