Results 51 to 60 of about 83,252 (229)
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Do consumers need a ‘Bit’ more protection under Australian consumer laws? The regulatory risks and challenges of Bitcoin [PDF]
, 2018 The creation of Bitcoin, as a digital currency, has been a significant development in the world of finance, in that it provides an alternative method of payment to consumers and businesses who use Bitcoin as a means to buy or sell goods or simply as an ...
Van Der Westhuizen, Chinelle
core +1 more source
Social signals and algorithmic trading of Bitcoin
, 2015 The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial.
Garcia, David, Schweitzer, Frank
core +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Blockchain technology has emerged as a potential disruptor in non‐financial reporting practices for firms to publicly report their social and environmental impact with its promise of immutability and decentralization. In this context, this study employs a bibliometric analysis to explore the scientific advancements of blockchain applications ...
Nurgul Aiupova +2 more
wiley +1 more source
Data mining for detecting Bitcoin Ponzi schemes
, 2018 Soon after its introduction in 2009, Bitcoin has been adopted by cyber-criminals, which rely on its pseudonymity to implement virtually untraceable scams. One of the typical scams that operate on Bitcoin are the so-called Ponzi schemes.
Bartoletti, Massimo +2 more
core +1 more source
Direito & TI, 2016 A tecnologia proposta por Satoshi Nakamoto em 2008 no artigo intitulado "Bitcoin: A Peer-to-Peer Electronic Cash System", é um sistema de pagamentos com base em uma moeda puramente virtual e criptografada que vem provocando uma profunda reflexão sobre a política monetária mundial.
+6 more sources
Intraday Functional PCA Forecasting of Cryptocurrency Returns
Journal of Forecasting, EarlyView.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
International Journal of Finance &Economics, EarlyView.ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang +3 more
wiley +1 more source
EnergiesThis study investigates the asymmetric impacts of Bitcoin prices on Bitcoin energy consumption. Two series are shown to be chaotic and non-linear using the BDS Independence test.
Kais Tissaoui +4 more
doaj +1 more source
Review of: "COVID-19 or Russia-Ukraine conflict: which is informative in defining the dynamic relationship between Bitcoin and major energy commodities?" [PDF]
, 2023 Mohammad Reza Mansouri Daneshvar
openalex +1 more source