Narrow search
Showing 1 - 10 of 681,061
Cover Image
Is Bitcoin a relevant predictor of standard & poor's 500?
Muglia, Camilla; Santabarbara, Luca; Grassi, Stefano - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-10
The paper investigates whether Bitcoin is a good predictor of the Standard & Poor's 500 Index. To answer this question … Model Selection (DMS). According to our results, Bitcoin does not show any direct impact on the predictability of Standard …
Persistent link: https://www.econbiz.de/10012611105
Cover Image
Forecasting cryptocurrencies under model and parameter instability
Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco - In: International journal of forecasting 35 (2019) 2, pp. 485-501
Persistent link: https://www.econbiz.de/10012300691
Cover Image
Nonlinear autoregressive with exogeneous input neural network time series model performance : bitcoin price prediction
Nurazlina Abdul Rashid; Mohd Tahir Ismail - In: International journal of computational economics and … 14 (2024) 3, pp. 337-362
Persistent link: https://www.econbiz.de/10015062797
Cover Image
The forecasting on the orice of Bitcoin with the application of seasonal ARIMA model
Lee, Yao Xian; Chen, Chih Cheng - In: The empirical economics letters : a monthly … 18 (2019) 10, pp. 1029-1039
Persistent link: https://www.econbiz.de/10012318565
Cover Image
Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach
Shang, Yue; Wei, Yu; Chen, Yongfei - In: Finance research letters 50 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014239966
Cover Image
Dissection of Bitcoin's multiscale bubble history : from January 2012 to February 2018
Gerlach, Jan-Christian; Demos, Guilherme; Sornette, Didier - 2018
We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from January 2012 to February 2018. We … the dynamics of Bitcoin price during the analyzed time period. We explain this classification of long and short bubbles by … a number of quantitative metrics and graphs to understand the main socio-economic drivers behind the ascent of Bitcoin …
Persistent link: https://www.econbiz.de/10011899669
Cover Image
Forecasting the Risk of Cryptocurrencies : Comparison and Combination of GARCH and Stochastic Volatility Models
Prüser, Jan - 2023
We provide a comparison of several GARCH and stochastic volatility models for forecasting the risk of cryptocurrencies …
Persistent link: https://www.econbiz.de/10014254598
Cover Image
Enhancing digital cryptocurrency trading price prediction with an attention-based convolutional and recurrent neural network approach : the case of Ethereum
Shang, Dawei; Guo, Ziyu; Wang, Hui - In: Finance research letters 67 (2024) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10015062586
Cover Image
Bitcoin price forecast : a prediction using ARIMA model
Jayadev, S.; Veena M.; Haniph, Nabilah - In: Research bulletin / The Institute of Cost Accountants … 47 (2021) 1/2, pp. 19-36
Persistent link: https://www.econbiz.de/10013348859
Cover Image
Forecasting the stock-cryptocurrency relationship : evidence from a dynamic GAS model
Ivanovski, Kris; Hailemariam, Abebe - In: International review of economics & finance : IREF 86 (2023), pp. 97-111
Persistent link: https://www.econbiz.de/10014431156