Regime switches and commonalities of the cryptocurrencies asset class
Year of publication: |
2021
|
---|---|
Authors: | Figà-Talamanca, Gianna ; Focardi, Sergio M. ; Patacca, Marco |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 57.2021, p. 1-15
|
Subject: | Cryptocurrencies | Forecasting analysis | Hidden Markov Models | Regime switching | Markov-Kette | Markov chain | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
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