Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Noriyuki Kunimoto and Kazuhiko Kakamu
| Year of publication: |
2022
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|---|---|
| Authors: | Kunimoto, Noriyuki ; Kakamu, Kazuhiko |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 57, p. 6536-6550
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| 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://www.econbiz.de/10013494160