Structural vector error correction modelling of Bitcoin price
Year of publication: |
2021
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Authors: | Haffar, Adlane ; Le Fur, Eric |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 170-178
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Subject: | Bitcoin price | Cointegration | Financial markets | model | Shock | Kointegration | Schock | Virtuelle Währung | Virtual currency | Finanzmarkt | Financial market | VAR-Modell | VAR model | Preis | Price | Theorie | Theory |
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