Number of the records: 1  

The price of Bitcoin: GARCH evidence from high-frequency data

  1. TitleThe price of Bitcoin: GARCH evidence from high-frequency data / Pavel Ciaian, D. Kancs, Miroslava Rajčániová
    Author-s Ciaian, Pavel (Author)
    Kancs, D. (Author)
    Rajčániová, Miroslava, ; SPUFEM21 (Author)
    Descriptionilustr.
    NotesAPVV-18-0512, VEGA 1/0422/19 . Bibliografické odkazy
    In Journal of Investment Strategies. -- ISSN 2047-1238. -- Vol. 9, iss. 4 (2020), s. 1-18
    Category of Publication ActivityADM
    Subject-s bitcoin virtuálna mena virtuálna ekonomika generalized autoregressive conditional heteroscedasticity (GARCH)
    CountryUnited Kingdom
    LanguageEnglish
    URLhttps://dx.doi/10.21314/JOIS.2021.005
    DatabaseAgro-bibliography
Number of the records: 1  

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.

Accept allSettingsReject all