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...

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Bibliographic Details
Main Authors: Mustafa Kamal, Sabir Ali Siddiqui, Nayabuddin, Afaf Alrashidi, Maha M. Helmi, Hassan M. Aljohani, Aned Al Mutairi, Ibrahim AlKhairy, Eslam Hussam, M. Yusuf, Samhi Abdelaty Difalla
Format: Article
Language:English
Published: Elsevier 2024-01-01
Series:Alexandria Engineering Journal
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S1110016823010864