Bayesian change point analysis of Bitcoin returns
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F18%3A00053187" target="_blank" >RIV/61384399:31110/18:00053187 - isvavai.cz</a>
Result on the web
<a href="https://www.sciencedirect.com/science/article/abs/pii/S1544612318300710?via%3Dihub" target="_blank" >https://www.sciencedirect.com/science/article/abs/pii/S1544612318300710?via%3Dihub</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.frl.2018.03.018" target="_blank" >10.1016/j.frl.2018.03.018</a>
Alternative languages
Result language
angličtina
Original language name
Bayesian change point analysis of Bitcoin returns
Original language description
Main topics of the document: bitcoin; return; volatility; regimes; Bayesian change point model
Czech name
—
Czech description
—
Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
50206 - Finance
Result continuities
Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Finance Research Letters
ISSN
1544-6123
e-ISSN
—
Volume of the periodical
27
Issue of the periodical within the volume
1
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
5
Pages from-to
223-227
UT code for WoS article
000454462300032
EID of the result in the Scopus database
2-s2.0-85044386489