Open AccessModeling Cryptocurrency (Bitcoin) using Vector Autoregressive (Var) Model
Author(s) -
Sheela Sathyanarayana,
Sudhindra Gargesa
Publication year - 2019
Publication title -
sdmimd journal of management
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2320-7906
pISSN - 0976-0652
DOI - 10.18311/sdmimd/2019/23181
Subject(s) - cryptocurrency , digital currency , cointegration , autoregressive conditional heteroskedasticity , volatility (finance) , currency , computer science , economics , econometrics , business , monetary economics , computer security