Volatility analysis of Bitcoin price time series
Lukáš Pichl, Taisei Kaizoji
| Year of publication: |
2017
|
|---|---|
| Authors: | Pichl, Lukáš ; Kaizoji, Taisei |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 1.2017, 4, p. 474-485
|
| Subject: | bitcoin price | foreign exchange rate | volatility modeling | transaction volume distribution | artificial neural network | logarithmic return | Volatilität | Volatility | Wechselkurs | Exchange rate | Virtuelle Währung | Virtual currency | Theorie | Theory | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2017.4.474 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012137891