Exploring the predictability of cryptocurrencies via Bayesian hidden Markov models
Constandina Koki, Stefanos Leonardos, Georgios Piliouras
| Year of publication: |
2022
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|---|---|
| Authors: | Koki, Constandina ; Leonardos, Stefanos ; Piliouras, Georgios |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 59.2022, p. 1-15
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| Subject: | Bitcoin | Bayesian inference | Forecasting | Cryptocurrencies | Ether | Hidden Markov models | Regime switching models | Ripple | Markov-Kette | Markov chain | Bayes-Statistik | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101554 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013410834