Publication:4624750

zbMath1424.62175MaRDI QIDQ4624750

Zhehao Huang, Hao Dong, Zhenghui Li

Publication date: 22 February 2019

zbMATH Keywords

wavelet analysis; regime switching model; rate of return; Bitcoin

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

62E15: Exact distribution theory in statistics

62M02: Markov processes: hypothesis testing