Work

Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm

Year: 2020

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1007/s11156-020-00905-w

Authors: A. Hachicha, F. Hachicha

Institutions: University of Sfax, Faculty of Economics and Management of Sfax, Faculty of Sciences of Sfax

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W3040483192

FWCI: 3.38

Cites: 47

Cited by: 21

Related to: 10