On a regime switching illiquid high volatile prediction model for cryptocurrencies
Youssef El-Khatib and Abdulnasser Hatemi-J
| Year of publication: |
2024
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|---|---|
| Authors: | El-Khatib, Youssef ; Hatemi-J, Abdulnasser |
| Published in: |
Journal of economic studies. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1758-7387, ZDB-ID 1480042-1. - Vol. 51.2024, 2, p. 485-498
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| Subject: | Continuous time Markov chain | Cryptocurrencies | High volatility | Illiquid | Regime switching | Stochastic modeling | Volatilität | Volatility | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Theorie | Theory | 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