Exploring the dependencies among main cryptocurrency log-returns : a hidden Markov model
Fulvia Pennoni, Francesco Bartolucci, Gianfranco Forte, Ferdinando Ametrano
| Year of publication: |
2022
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|---|---|
| Authors: | Pennoni, Fulvia ; Bartolucci, Francesco ; Forte, Gianfranco ; Ametrano, Ferdinando |
| Published in: |
Economic notes. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-0300, ZDB-ID 2006487-1. - Vol. 51.2022, 1, Art.-No. e12193, p. 1-16
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| Subject: | Bitcoin | Bitcoin cash | decoding | Ethereum | expectation-maximisation algorithm | Litecoin | Ripple | time-series | Elektronisches Geld | Electronic money | Markov-Kette | Markov chain | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Bargeldloser Zahlungsverkehr | Noncash payments |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ecno.12193 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012795398