An analysis and a forecast of the cryptomarket based on the ARIMA model
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- Chen, Shi & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Lee, TM & Ong, Bobby, 2016. "A first econometric analysis of the CRIX family," SFB 649 Discussion Papers 2016-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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JEL classification:
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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