On modeling the log-returns of Bitcoin and Ethereum prices against the USA Dollar
The study and investigation of the behavior of monetary phenomena is an interesting subject for actuaries and practitioners. In the recent age and development in the monetary and financial phenomena, cryptocurrency has gained much attention from actuaries. Over the past decade, several research stud...
Main Authors: | , , , , , , , , , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Elsevier
2024-01-01
|
Series: | Alexandria Engineering Journal |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S1110016823010864 |