Results 81 to 90 of about 78,927 (274)
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
Jurnal Media Akuntansi (Mediasi)ABSTRACT This study aims to examine the effect of cryptocurrency prices, total cryptocurrencies, number of cryptocurrency transactions on cryptocurrency asset investment decisions. This study is a quantitative study that has the aim of testing data and presenting answers to various problem formulations regarding the effect of cryptocurrency prices,
Muhammad Rio Kristiawan +2 more
openaire +1 more source
Where Tech Meets the SDGs: A Supply‐Chain Process Map for Sustainability Management
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study investigates how advanced technologies support Sustainable Development Goals (SDGs) within supply chain management (SCM) through a structured analysis of 4448 sustainable practices. By integrating perspectives from sustainability‐oriented innovation (SOI) and contingent dynamic capabilities, the research conceptualizes technology ...
Vincenzo Varriale +2 more
wiley +1 more source
Journal of Business Theory and Practice, 2023 Cryptocurrency burst onto the scene in 2009 with Bitcoin. A person can buy almost anything with cryptocurrency. However, the thousands of cryptocurrencies are highly volatile.
Scott Andrew Yetmar
semanticscholar +1 more source
, 2023 {"references": ["Spithoven, A. (2019). Theory and reality of cryptocurrency governance. Journal of Economic Issues, 53(2), 385-393. DOI-: https://doi.org/10.1080/00213624.2019.1594518. \"Distributed ledger technology: beyond blockchain,\" Tech. Rep., 2016, uK Government Chief Scientific Adviser. Andrianto, Y. and Diputra, Y.
Dr. Shubhangi DC +3 more
openaire +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
Cryptocurrency Risks, Fraud Cases, and Financial Performance
Risks, 2023 In this study, we examine major cryptocurrencies, present notable fraud cases, describe fraud risks, and analyze cryptocurrency financial performance.
David S. Kerr +3 more
semanticscholar +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
AUTOMATED CRYPTOCURRENCIES PRICES PREDICTION USING MACHINE LEARNING
ICTACT Journal on Soft Computing, 2018 Currently, Cryptocurrency is one of the trending areas of research among researchers. Many researchers may analyze the cryptocurrency features in several ways such as market price prediction, the impact of cryptocurrency in real life and so on.
Ruchi Mittal +2 more
doaj +1 more source
Mutual-Excitation of Cryptocurrency Market Returns and Social Media Topics [PDF]
, 2018 Cryptocurrencies have recently experienced a new wave of price volatility and interest; activity within social media communities relating to cryptocurrencies has increased significantly.
Gorse, Denise, Phillips, Ross C.
core +1 more source