THE ECONOMIC CONTENT OF CRYPTOCURRENCY AND ACCOUNTING OF CRYPTOCURRENCY IN UKRAINE [PDF]
O. O. Avhustоva
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Business Collective Action: An Integrative Review and Framework
Abstract Business collective action (BCA) has long been a topic of interest to management scholars. However, our theoretical understanding of this important phenomenon has been hindered by its fragmented development in the literature. To address this shortcoming, we conduct a comprehensive review of BCA across a wide range of disciplines in management,
Sean Buchanan+3 more
wiley +1 more source
An empirical evaluation of fuzzy bidirectional long short-term memory with soft computing based decision-making model for predicting volatility of cryptocurrencies. [PDF]
Ragab M.
europepmc +1 more source
Bitcoin: The essence, functioning and the genesis of cryptocurrencies
М. А. Магомедов+1 more
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Are cryptocurrencies connected to forex? A quantile cross-spectral approach [PDF]
Eduard Baumöhl
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Asymmetric stable stochastic volatility models: estimation, filtering, and forecasting
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
A swarm-optimization based fusion model of sentiment analysis for cryptocurrency price prediction. [PDF]
Tiwari D+5 more
europepmc +1 more source
Trading and Arbitrage in Cryptocurrency Markets [PDF]
Igor Makarov, Antoinette Schoar
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Bubbles and crashes: A tale of quantiles
Periodically collapsing bubbles, if they exist, induce asymmetric dynamics in asset prices. In this article, I show that unit root quantile autoregressive models can approximate such dynamics by allowing the largest autoregressive root to take values below unity at low quantiles, which correspond to price crashes, and above unity at upper quantiles ...
Efthymios G. Pavlidis
wiley +1 more source