Results 161 to 170 of about 59,702 (288)

Empirical Analysis of Factors Influencing the Behavioral Intention to Use Cryptocurrency Among Mongolian Customers: Extended UTAUT2 Model

SAGE Open
This study aims to determine factors that influence Mongolian customers’ intention to use cryptocurrency, which is a virtual currency created by fast-growing technology.
Delgertsetseg Delgerjargal, Ankhbileg Khurelbaatar, Delgerbayar Delgerjargal   +2 more
doaj   +1 more source

Asymmetric stable stochastic volatility models: estimation, filtering, and forecasting

Journal of Time Series Analysis, EarlyView.
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, Siem Jan Koopman, Karim Moussa   +2 more
wiley   +1 more source

MAIN DIRECTIONS OF CRYPTOCURRENCY INFLUENCE ON THE MONETARY POLICY AND FINANCIAL SAFETY OF BANKING SYSTEMS

, 2017
Oleksandra Vasylchyshyn
openalex   +2 more sources

Modelling Volatility of Cryptocurrencies Using Markov-Switching GARCH Models [PDF]

, 2018
Guglielmo Maria Caporale, Timur Zekokh
openalex   +1 more source

Cryptocurrencies:

Notices of the American Mathematical Society, 2020
openaire   +2 more sources

Markov Determinantal Point Process for Dynamic Random Sets

Journal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

mixFOCuS: A Communication‐Efficient Online Changepoint Detection Method in Distributed System for Mixed‐Type Data

Journal of Time Series Analysis, EarlyView.
ABSTRACT With the advent of the Internet of Things, it is increasingly common to have large networks of sensors, where each sensor may collect different types of data, has limited local computing resources and the ability to transmit data to a central cloud. Detecting events that trigger changes in sensor data properties is a key concern.
Ziyang Yang, Idris A. Eckley, Paul Fearnhead   +2 more
wiley   +1 more source

A Secure Cryptocurrency Scheme Based on Post-Quantum Blockchain

, 2018
Gao Yu-long, Xiu‐Bo Chen, Yuling Chen, Ying Sun, Xinxin Niu, Yixian Yang   +5 more
openalex   +1 more source

Nonlinear Dependence Structure Between BRICS Stock Markets, Gold, and Cryptocurrencies

The Manchester School, EarlyView.
ABSTRACT This study aims to conduct an in‐depth analysis of the complex nonlinear dependence relationships between cryptocurrencies and gold within the stocks of BRICS countries. The study employs a GARCH‐EVT‐Vine‐Copula and wavelet coherence models to evaluate the interconnectedness, tail risk and Co‐movement pattern of these assets before and after ...
Jiale Yan
wiley   +1 more source

Non-Stationarity in Stochastic Distributions of Cryptocurrency Returns

, 2018
Adam Wu
openalex   +2 more sources