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Structural change analysis of active cryptocurrency market

Motivated by the large frequent price fluctuation and excessive volatility observed in the cryptocurrency market, this study adopts Bai and Perron’s structural change model by incorporating the trading volume and autoregressive variables to examine the number and location of change points in daily c...

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书目详细资料
Main Authors:	Yen, Tan Chia, Koh, You Beng, Ng, Kok Haur, Huat, Ng Kooi
格式:	Article
出版:	Penerbit Universiti Sains Malaysia 2022
主题:	QA Mathematics
在线阅读:	http://eprints.um.edu.my/44094/
标签:	添加标签没有标签, 成为第一个标记此记录!

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