Search Results - subject:"predictive modes"

Bitcoin network mechanics: Forecasting the btc closing price using vector auto-regression models based on endogenous and exogenous feature variables

Ibrahim, Ahmed; Kashef, Rasha; Li, Menglu; Valencia, Esteban - In: Journal of Risk and Financial Management 13 (2020) 9, pp. 1-21

The Bitcoin (BTC) market presents itself as a new unique medium currency, and it is often hailed as the "currency of the future". Simulating the BTC market in the price discovery process presents a unique set of market mechanics. The supply of BTC is determined by the number of miners and...

Persistent link: https://www.econbiz.de/10012611446

Bitcoin network mechanics : forecasting the btc closing price using vector auto-regression models based on endogenous and exogenous feature variables

Ibrahim, Ahmed; Kashef, Rasha; Li, Menglu; Valencia, Esteban - In: Journal of risk and financial management : JRFM 13 (2020) 9/189, pp. 1-21

Persistent link: https://www.econbiz.de/10012386874