On a regime switching illiquid high volatile prediction model for cryptocurrencies
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DOI: 10.1108/JES-03-2023-0134
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- El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2022. "On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies," MPRA Paper 114556, University Library of Munich, Germany.
References listed on IDEAS
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More about this item
Keywords
Stochastic modeling; Cryptocurrencies; Illiquid; High volatility; Regime switching; Continuous time Markov chain;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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