Market attention and Bitcoin price modeling : theory, estimation and option pricing
Alessandra Cretarola, Gianna Figà-Talamanca, Marco Patacca
| Year of publication: |
2020
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|---|---|
| Authors: | Cretarola, Alessandra ; Figà-Talamanca, Gianna ; Patacca, Marco |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 43.2020, 1, p. 187-228
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| Subject: | Bitcoin | Market attention | Stochastic models | Option pricing | Maximum likelihood estimation | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Virtuelle Währung | Virtual currency | Maximum-Likelihood-Schätzung | Schätztheorie | Estimation theory | CAPM | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-019-00262-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012285396