Results 141 to 150 of about 23,489 (255)
Four factors driving the price Bitcoin [PDF]
In this article, we discuss four key factor driving the price of Bitcoin. These include media hype and uptake by peers, political uncertainty and risk (such as the election of Donald Trump or the vote for Brexit), moves by governments and regulators ...
Trinh, Kelly, Cameron, Lucy
core
Wavelet‐Based Hurst Exponent Estimation
The review explores how wavelet‐based methods for estimating the Hurst parameters have developed from their theoretical roots to real‐world applications in fields like biology, engineering, and telecommunications. The review aims to highlight key techniques, compare their strengths and limitations, and point out challenges that still need to be ...
Dixon Vimalajeewa +2 more
wiley +1 more source
ABSTRACT Forecasting cryptocurrency prices remains challenging due to extreme volatility, regime‐dependent dynamics, and unstable cross‐asset correlations. Statistical methods such as ARIMA and GARCH assume stationarity and linear dependence structures, making them inadequate for capturing non‐linear temporal patterns in high volatile cryptocurrency ...
Huali Zhao +2 more
wiley +1 more source
Intraday Functional PCA Forecasting of Cryptocurrency Returns
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source
Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets
ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley +1 more source
Golden weapons and golden fetters: From the gold standard to the new geopolitics
Abstract This paper explores the historical relationship between monetary regimes, security concerns, and geopolitical tensions, particularly focusing on the role of gold. Throughout history, monetary systems have been deeply intertwined with international state systems and security provisions.
Harold James
wiley +1 more source
Bitcoin: A P2P-alapú digitális pénz [PDF]
A szakdolgozatban egy alternatív online fizetési rendszer és kriptovaluta, a Bitcoin kerül részletesebben is bemutatásra. A dolgozat részét képezi egy Bitcoin tárcaprogram leprogramozása is.
Danyi, Imre
core

