Noncausal autoregressive model in application to bitcoin/USD exchange rates
Andrew Hencic and Christian Gouriéroux
| Year of publication: |
2015
|
|---|---|
| Authors: | Hencic, Andrew ; Gouriéroux, Christian |
| Published in: |
Econometrics of risk. - Cham [u.a.] : Springer, ISBN 3-319-13448-5. - 2015, p. 17-40
|
| Subject: | Wechselkurs | Exchange rate | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Schätzung | Estimation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010498586