Investigating the Evolution of Bitcoin Markets: An Analysis From the Perspective of the USD/EUR Foreign Exchange Spot Market-Reference-Cited by-同舟云学术

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Investigating the Evolution of Bitcoin Markets: An Analysis From the Perspective of the USD/EUR Foreign Exchange Spot Market

Published:2024-07-16 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of Blockchain Kaigi 2023 (BCK23)
language:
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Author:

Nan Zheng¹,Kaizoji Taisei²

Affiliation:

1. International College of Liberal Arts, Yamanashi Gakuin University, Kofu, Yamanashi 400-0805, Japan

2. Graduate School of Arts and Sciences, International Christian University, Mitaka, Tokyo 181-8585, Japan

Publisher

Journal of the Physical Society of Japan

Link

https://journals.jps.jp/doi/pdf/10.7566/JPSCP.43.011009

Reference19 articles.

1. Tests for Parameter Instability and Structural Change With Unknown Change Point

2. Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

3. Critical values for multiple structural change tests

4. Investor Sentiment and the Cross-Section of Stock Returns

5. Threshold Cointegration

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