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Introductory econometrics for finance
Brooks, Chris - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003679796
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Introductory econometrics for finance
Brooks, Chris - 2002 - 1. publ.
Persistent link: https://www.econbiz.de/10013500214
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Bitcoin network mechanics : forecasting the btc closing price using vector auto-regression models based on endogenous and exogenous feature variables
Ibrahim, Ahmed; Kashef, Rasha; Li, Menglu; Valencia, Esteban - In: Journal of risk and financial management : JRFM 13 (2020) 9/189, pp. 1-21
The Bitcoin (BTC) market presents itself as a new unique medium currency, and it is often hailed as the "currency of the future". Simulating the BTC market in the price discovery process presents a unique set of market mechanics. The supply of BTC is determined by the number of miners and...
Persistent link: https://www.econbiz.de/10012386874
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Time-series analysis of dynamic linkages among TOPIX-17 sector indices and development of investment portfolio strategies under uncertainty
Kondo, Naomichi; Mori, Shunsuke; Kamegai, Kazuhisa - In: Global review of business and economic research 11 (2016) 1, pp. 21-36
Persistent link: https://www.econbiz.de/10011585474
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Social Security and saving : a time-series econometrics pedagogical example (with R code)
Wassell, Charles S. - In: The journal of economic education 49 (2018) 1, pp. 103-114
Persistent link: https://www.econbiz.de/10011889106
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The evolution of household-induced value chains and their environmental implications
Franco Solís, Alberto; Avelino, André F. T.; … - In: Ecological economics : the transdisciplinary journal of … 174 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012489665
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Time series modeling and forecasting by mathematical programming
Bichescu, Bogdan; Polak, George G. - In: Computers & operations research : and their … 151 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014234810
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What can we learn from the analysis of the fine wines market efficiency?
Ben Ameur, Hachmi; Ftiti, Zied; Le Fur, Eric - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 703-718
Persistent link: https://www.econbiz.de/10014469050
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Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco; Nientker, Marc - In: Journal of econometrics 235 (2023) 2, pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
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Revisiting the volatility of bitcoin with approximate entropy
Nassim Dehouche - In: Cogent economics & finance 10 (2022) 1, pp. 1-18
Two distinct and non-redundant understandings of volatility, as deviation from consistency, exist for a time-series: (1) exhibiting high standard deviation and, closer to the dictionary definition of the term, (2) appearing highly irregular and unpredictable. We find that Bitcoin is a prime...
Persistent link: https://www.econbiz.de/10013464749