Type of publication: | Book / Working Paper |
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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