Robust outliers detection method for volatility of bitcoin exchange rate using three sigma (3Σ) approach

Cryptocurrency is a digital currency designed to work as a medium of exchange using cryptography to secure the transactions, to control the creation of additional units, and to verify the transfer of assets. The objective of this study is to evaluate the volatility condition for cryptocurrency (Bit...

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Bibliographic Details
Main Authors: Abu Bakar, Nashirah, Rosbi, Sofian
Format: Conference or Workshop Item
Language:English
Published: 2017
Subjects:
Online Access:https://repo.uum.edu.my/id/eprint/23074/1/ICSSR%202017%20399%20410.pdf