Bayesian change point analysis of Bitcoin returns

Finance Research Letters - Tập 27 - Trang 223-227 - 2018
Sven Thies1, Péter Molnár2,3
1University of Bremen, Faculty of Business Studies and Economics, Bremen, Germany
2University of Economics, Faculty of Finance and Accounting, Prague, Czech Republic
3University of Stavanger, UiS Business School, Stavanger, Norway

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