Do Cryptocurrency Prices Camouflage Latent Economic Effects? A Bayesian Hidden Markov Approach
We study the Bitcoin and Ether price series under a financial perspective. Specifically, we use two econometric models to perform a two-layer analysis to study the correlation and prediction of Bitcoin and Ether price series with traditional assets. In the first part of this study, we model the prob...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-03-01
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| Series: | Future Internet |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-5903/12/3/59 |