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In the work a characterization of difference of multivariate Gaussian measures is found on the family of centered Eucledian balls. In particular, it helps to derive (xx see paper).
Persistent link: https://www.econbiz.de/10012433177
IV regression in the context of a re-sampling is considered in the work. Comparatively, the contribution in the development is a structural identication in the IV model. The work also contains a multiplier-bootstrap justication.
Persistent link: https://www.econbiz.de/10012433180
Public interest, explosive returns, and diversification opportunities gave stimulus to the adoption of traditional financial tools to crypto-currencies. While the CRIX index offered the first scientifically-backed proxy to the crypto- market (analogous to S&P 500), the introduction of Bitcoin...
Persistent link: https://www.econbiz.de/10012433241
The cryptocurrency market is unique on many levels: Very volatile, frequently changing market structure, emerging and vanishing of cryptocurrencies on a daily level. Following its development became a difficult task with the success of cryptocurrencies (CCs) other than Bitcoin. For fiat currency...
Persistent link: https://www.econbiz.de/10012433253