Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Noriyuki Kunimoto and Kazuhiko Kakamu
| Year of publication: |
2022
|
|---|---|
| Authors: | Kunimoto, Noriyuki ; Kakamu, Kazuhiko |
| Subject: | Asymmetric stochastic volatility model | Bitcoin | day-of-the-week effect | holiday effect | Markov chain Monte Carlo (MCMC) | Markov-Kette | Markov chain | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Virtuelle Währung | Virtual currency | Theorie | Theory | Schätzung | Estimation | Kalendereffekt | Calendar effect | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Wechselkurs | Exchange rate | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1951441 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013494160