Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
https://link.springer.com/content/pdf/10.1007/s11156-020-00905-w.pdf
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4. Asai M (2008) Autoregressive stochastic volatility models with heavy-tailed distributions: a comparison with multifactors volatility models. J Empir Finance 15:322–341
5. Baek C, Elbeck M (2015a) Bitcoin as an investment or speculative vehicle? A first look. Appl Econ Lett 22(1):30–34
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