Modelling the bitcoin prices and media attention to bitcoin via the jump-type processes
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Publication:6581541
DOI10.1002/ASMB.2798MaRDI QIDQ6581541FDOQ6581541
Authors: Ekaterina Morozova, Vladimir Panov 
Publication date: 30 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Cites Work
- Financial Modelling with Jump Processes
- Title not available (Why is that?)
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- Spectral estimation of the fractional order of a Lévy process
- Low-frequency estimation of continuous-time moving average Lévy processes
- Volatility estimation for Bitcoin: a comparison of GARCH models
- Does market attention affect bitcoin returns and volatility?
- Market attention and Bitcoin price modeling: theory, estimation and option pricing
- Estimation and Calibration of Lévy Models via Fourier Methods
- Correlating Lévy processes with self-decomposability: applications to energy markets
- Modelling and predicting the Bitcoin volatility using GARCH models
- Multivariate asset-pricing model based on subordinated stable processes
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