Pages that link to "Item:Q777638"
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The following pages link to Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (Q777638):
Displaying 9 items.
- Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
- Prediction of cryptocurrency returns using machine learning (Q829124) (← links)
- Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
- Blockchain and cryptocurrencies: economic and financial research (Q2064599) (← links)
- Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
- Complexity traits and synchrony of cryptocurrencies price dynamics (Q2064619) (← links)
- Detecting bubbles in bitcoin price dynamics via \textit{market exuberance} (Q2241076) (← links)
- Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps (Q6581589) (← links)
- The great crypto crash in September 2018: why did the cryptocurrency market collapse? (Q6596971) (← links)