On a regime switching illiquid high volatile prediction model for cryptocurrencies
Youssef El-Khatib and Abdulnasser Hatemi-J
| Year of publication: |
2024
|
|---|---|
| Authors: | El-Khatib, Youssef ; Hatemi-J, Abdulnasser |
| Subject: | Continuous time Markov chain | Cryptocurrencies | High volatility | Illiquid | Regime switching | Stochastic modeling | Volatilität | Volatility | Markov-Kette | Markov chain | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-03-2023-0134 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014482773