Results 131 to 140 of about 39,133 (240)
Asymmetric stable stochastic volatility models: estimation, filtering, and forecasting
Journal of Time Series Analysis, Volume 46, Issue 6, Page 1098-1124, November 2025.This article considers a stochastic volatility model featuring an asymmetric stable error distribution and a novel way of accounting for the leverage effect. We adopt simulation‐based methods to address key challenges in parameter estimation, the filtering of time‐varying volatility, and volatility forecasting.
Francisco Blasques +2 more
wiley +1 more source
Carbyne: An Ultra-Lightweight DoS-Resilient Mempool for Bitcoin [PDF]
Hina Binte Haq +4 more
openalex +1 more source
Gold and Bitcoin Optimal Portfolio Research and Analysis Based on Machine-Learning Methods [PDF]
, 2022 Jingjing Li +3 more
openalex +1 more source
Uninvited Protagonists: The Networked Agency of Venezuelan Platform Data Workers
New Technology, Work and Employment, Volume 40, Issue 3, Page 623-634, November 2025.ABSTRACT Data workers use digital platforms to perform on‐demand online tasks for technology industries, in a competitive landscape that extends beyond national borders and drives down remunerations. Using a mixed‐method approach that combines survey data and in‐depth interviews, this article explores the emergence of labour agency among Spanish ...
Juana Torres Cierpe, Paola Tubaro
wiley +1 more source
Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis
Finance Research Letters, 2020 John W. Goodell, Stéphane Goutte
semanticscholar +1 more source
Bitcoin Trading is Irrational! An Analysis of the Disposition Effect in Bitcoin. [PDF]
, 2020 Jürgen E. Schatzmann +1 more
openalex
Impact of Chinese Capital Outflows on Bitcoin vs. Yuan Relationships: A Multi-Period Analysis
, 2022 Michael R. Williams +2 more
openalex +2 more sources
Pattern Analysis of Money Flow in the Bitcoin Blockchain [PDF]
, 2022 Natkamon Tovanich, Rémy Cazabet
openalex +1 more source
Zerocash: Decentralized Anonymous Payments from Bitcoin
IEEE Symposium on Security and Privacy, 2014 Eli Ben-Sasson +6 more
semanticscholar +1 more source