Bayesian stochastic volatility predictability of cryptocurrencies with the algorithm of Metropolis Hasting.
| Autor: | HACHICHA, Fatma1, GHABRI, Yosra2, GUESMI, Khaled3, BENKRAIEM, Ramzi4 |
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| Zdroj: | Gestion 2000. 2022, Vol. 39 Issue 6, p163-186. 24p. |
| Databáze: | Business Source Ultimate |
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