Exploring the Dynamics of Digital Assets through Vector Autoregressive Modeling (VAR): Implications for Fintech and Financial Systems
This study aims to explore the applicability of the VAR model in digital asset analysis, focusing in particular on Bitcoin and Ethereum, two of the most prominent and influential cryptocurrencies in the digital world. Our analysis aims not only to identify and interpret the dynamic relationships...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Ovidius University Press
2024-02-01
|
| Series: | Ovidius University Annals: Economic Sciences Series |
| Subjects: | |
| Online Access: | https://stec.univ-ovidius.ro/html/anale/ENG/wp-content/uploads/2024/02/36.pdf |