Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates
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Publication:4558822
DOI10.1007/978-3-319-13449-9_2zbMath1407.62385OpenAlexW214620148MaRDI QIDQ4558822
Christian Gouriéroux, Andrew Hencic
Publication date: 30 November 2018
Published in: Econometrics of Risk (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-13449-9_2
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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