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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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書誌詳細
主要な著者:	Yen, Tan Chia, Koh, You Beng, Ng, Kok Haur, Huat, Ng Kooi
フォーマット:	論文
出版事項:	Penerbit Universiti Sains Malaysia 2022
主題:	QA Mathematics
オンライン･アクセス:	http://eprints.um.edu.my/44094/
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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