Do Cryptocurrency Prices Camouflage Latent Economic Effects? A Bayesian Hidden Markov Approach
With Bitcoin, Ether and more than 2000 cryptocurrencies already forming a multi-billion dollar market, a proper understanding of their statistical and financial properties still remains elusive. Traditional economic theories do not explain their characteristics and standard financial models fail to...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-10-01
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| Series: | Proceedings |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3900/28/1/5 |