Volatility analysis of Bitcoin price time series
Year of publication: |
2017
|
---|---|
Authors: | Pichl, Lukáš ; Kaizoji, Taisei |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 1.2017, 4, p. 474-485
|
Subject: | bitcoin price | foreign exchange rate | volatility modeling | transaction volume distribution | artificial neural network | logarithmic return | Volatilität | Volatility | Wechselkurs | Exchange rate | Neuronale Netze | Neural networks | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Virtuelle Währung | Virtual currency | Börsenkurs | Share price |
-
Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee
Gupta, Sanjeev, (2016)
-
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob, (2020)
-
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen, (2010)
- More ...
-
Correlation patterns of NIKKEI index constituents
Hayashi, Katsuhiko, (2007)
-
Stylized facts in internal rates of return on stock index and its derivative transactions
Pichl, Lukáš, (2007)
-
Advanced studies of financial technologies and cryptocurrency markets
Pichl, Lukáš, (2020)
- More ...