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1
Exploring the predictability of
cryptocurrencies
via Bayesian hidden Markov models
Koki, Constandina
;
Leonardos, Stefanos
;
Piliouras, Georgios
- In:
Research in international business and finance
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013410834
Saved in:
2
Forecasting returns of major
cryptocurrencies
: evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
3
Forecasting returns of major
cryptocurrencies
: evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
Saved in:
4
On a regime switching illiquid high volatile prediction model for
cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
5
On stylized facts of
cryptocurrencies
returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
6
Common dynamic factors for
cryptocurrencies
and multiple pair-trading statistical arbitrages
Figà-Talamanca, Gianna
;
Focardi, Sergio M.
;
Patacca, Marco
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 863-882
Persistent link: https://www.econbiz.de/10012795004
Saved in:
7
Volatility
estimation
for
cryptocurrencies
using Markov-switching GARCH models
Silva, Paulo Vitor Jordão da Gama
;
Klotzle, Marcelo Cabus
- In:
International Journal of Financial Markets and …
7
(
2019
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012253524
Saved in:
8
Modelling volatility of
cryptocurrencies
using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
9
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
10
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem
;
Farid, Daryush
;
Peymany, Moslem
; …
- In:
Iranian journal of finance
7
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
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