Learning Cross-dependency of Cryptocurrencies from Multivariate Time Series Models
Year of publication: |
2020
|
---|---|
Authors: | Nitithumbundit, Thanakorn |
Other Persons: | Chan, Jennifer (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Virtuelle Währung | Virtual currency | Theorie | Theory |
Extent: | 1 Online-Ressource (8 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 22, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3523516 [DOI] |
Classification: | C01 - Econometrics |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach
Trimborn, Simon, (2019)
-
Investing with cryptocurrencies : a liquidity constrained investment approach
Trimborn, Simon, (2017)
-
Some computational aspects of Gaussian CARMA modelling
Tómasson Helgi, (2011)
- More ...
-
Nitithumbundit, Thanakorn, (2020)
-
Chan, Jennifer So Kuen, (2019)
-
Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models
Thanakorn Nitithumbundit, (2022)
- More ...