Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm
A. Hachicha, F. Hachicha
| Year of publication: |
2021
|
|---|---|
| Authors: | Hachicha, A. ; Hachicha, F. |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 56.2021, 2, p. 647-673
|
| Subject: | Bitcoin | Stock market indexes | Volatility dependencies | SVOL | MCMC | Metropolis Hasting | Aktienindex | Stock index | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-020-00905-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012432685