Modeling Bitcoin price volatility : long memory vs Markov switching
Year of publication: |
2021
|
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Authors: | Chkili, Walid |
Published in: |
Eurasian economic review : a journal in applied macroeconomics and finance. - Heidelberg : Springer, ISSN 2147-429X, ZDB-ID 2646817-7. - Vol. 11.2021, 3, p. 433-448
|
Subject: | Bitcoin | Volatility | GARCH model | Long memory | Markov switching | Volatilität | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Börsenkurs | Share price |
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