Results 61 to 70 of about 19,584 (274)
An analysis of the roughness of cryptocurrency volatility
, 2022 noneThe goal of this work is to assess whether cryptocurrency volatility paths exhibit roughness in the same way as the rest of the financial instruments by using the method of absolute moments developed by Gatheral, Jaisson and Rosenbaum and the ...
COLDEBELLA, DAVIDE
core
Characterizing Cryptocurrency-themed Malicious Browser Extensions
, 2022 Due to the surging popularity of various cryptocurrencies in recent years, a large number of browser extensions have been developed as portals to access relevant services, such as cryptocurrency exchanges and wallets. This has stimulated a wild growth of
Wang, H +7 more
core +1 more source
BITCOIN’S WEEKLY CLOSING PRICE FORECASTING MODEL
Фінансово-кредитна діяльність: проблеми теорії та практикиThe primary objective of this article is to provide a methodological approach to forecasting Bitcoin's weekly closing price, utilizing a correlation-indicator model.
Larysa Dokiienko, Andriy Ignatenko
doaj +1 more source
Effect of Cryptocurrency Trading and Monetary Corrupt Practices on Nigerian Economic Performance
Binus Business Review, 2022 Digital financial trading has brought a new dimension of financial technology transactions to the globe. Cryptocurrency trading is one of the new dimensions.
Segun Kamoru Fakunmoju +3 more
doaj +1 more source
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
Factors influencing decisions to invest in cryptocurrency
, 2023 Cryptocurrency is one of the newer options when it comes to the world of investing. According to a survey done by Bakkt, a digital asset marketplace, 48 percent of American investors invested in cryptocurrency during the first half of 2021, and 32 ...
Bland, Austin S +1 more
core
A study on awareness of college students about cryptocurrency and Its relation to Level of Education
Indonesian Journal of Educational Research and Technology, 2023 Technology made many changes to the payment system. Students are more familiar with the technology. After the bitcoin boom in India, the mostly young generation are attracted to cryptocurrency.
Sudarshan D. Jadhav +3 more
doaj +1 more source
Journal of Forecasting, EarlyView.ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets
Journal of Futures Markets, EarlyView.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
WHY YOU CAN'T TRUST MORE CRYPTOCURRENCY WHITE PAPERS
, 2018 webpage, no absCite it using the original link: Sophia Chen. (2018, July 18). WHY YOU CAN'T TRUST MORE CRYPTOCURRENCY WHITE PAPERS.
Sophia Chen
core +1 more source