Results 231 to 240 of about 59,702 (288)
A Stochastic Tree for Bubble Asset Modelling and Pricing
ABSTRACT We introduce a new stochastic tree representation of a strictly stationary submartingale process for modelling, forecasting, and pricing speculative bubbles on commodity and cryptocurrency markets. The model is compared to other trees proposed in the literature on bubble asset modelling and stochastic volatility approximation. We show that the
Christian Gourieroux, Joann Jasiak
wiley +1 more source
Chapman-Kolmogorov test for estimating memory length of two coupled processes. [PDF]
Motahari H+3 more
europepmc +1 more source
TEKNOLOGI CRYPTOCURRENCY BITCOIN UNTUK INVESTASI DAN TRANSAKSI BISNIS MENURUT SYARIAT ISLAM
Asep Zaenal Ausop, Elsa Silvia Nur Aulia
openalex +1 more source
THE ECONOMIC CONTENT OF CRYPTOCURRENCY AND ACCOUNTING OF CRYPTOCURRENCY IN UKRAINE [PDF]
O. O. Avhustоva
openalex +1 more source
A Novel Test for the Presence of Local Explosive Dynamics
ABSTRACT In economics and finance, speculative bubbles take the form of locally explosive dynamics that eventually collapse. We propose a test for the presence of speculative bubbles in the context of mixed causal‐noncausal autoregressive processes.
F. Blasques+3 more
wiley +1 more source
Plastic Surgery and Cryptocurrency: A 2024 Update. [PDF]
Thornton SM+5 more
europepmc +1 more source
ABSTRACT Previous studies have offered static evidence of free‐riding behavior in military alliances; however, dynamic evidence remains largely unexplored. To address this gap, this study employs a time‐varying parameter vector autoregressive (TVP‐VAR) connectedness approach. This method provides dynamic insights, allowing us to identify unusual shifts
Duc Hong Vo, Minh Phuoc‐Bao Tran
wiley +1 more source
Cybersecurity Attacks and Detection Methods in Web 3.0 Technology: A Review. [PDF]
Alotaibi B.
europepmc +1 more source
The medium is the message: The geographies of cryptocurrency remittances to Venezuela
Short Abstract Cryptocurrency remittances overcome many regulatory and practical barriers, but there is little empirical research into this increasingly popular remittance medium. In response, this article explores cryptocurrency remittances from Latin America and the Caribbean into Venezuela.
Daniel Robins
wiley +1 more source