Pages that link to "Item:Q4689051"
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The following pages link to A Continuous Time Model for Bitcoin Price Dynamics (Q4689051):
Displaying 7 items.
- Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
- Inflation and bitcoin: a descriptive time-series analysis (Q2036947) (← links)
- Detecting bubbles in bitcoin price dynamics via \textit{market exuberance} (Q2241076) (← links)
- An analysis of price discovery between Bitcoin futures and spot markets (Q2328515) (← links)
- Modelling and predicting the Bitcoin volatility using GARCH models (Q6108501) (← links)
- Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps (Q6581589) (← links)
- An explorative analysis of sentiment impact on S\&P 500 components returns, volatility and downside risk (Q6666742) (← links)