A comparison of arch models: the determinants of Bitcoin’s price

Analysis and assessment of the variables that affect the most popular currency, Bitcoin. Peculiarities of using autoregressive conditional heteroskedastic (ARCH) models in this process. Comparison of the results of the GARCH model with other ARCH models.

Подобные документы

  • Development of predictive models of risk management in the field of Finance. Research of the dynamics of crypto currency markets. Applying linear and polynomial extrapolation methods to analyze the annual Bitcoin. Building cryptocurrency price forecasts.

    ??????, добавлен 12.05.2024

  • Determination of functions of distribution of wealth among bitcoin owners. The use of comparative analysis methods with a graphical representation of the results in the form of Lorentz and Lame curves in relations between people who own bitcoin wallets.

    ??????, добавлен 08.02.2021

  • The hypothesis that the formation of investment portfolios of two assets based on predicted returns obtained using fractal models with conditional heteroscedasticity ARFIMA-GARCH allows to obtain portfolios with better characteristics than using the ARFIM

    ??????, добавлен 20.01.2022

  • ??????????? ??????? "????????????", ?? ???????? ???????????? ? ??????????. ????????????? ??????????? ?????? Bitcoin, ??????????? ???????? ????????. ????????? ???? Bitcoin, ???? ?????????? ? ????????. ??????? ????????? ? ??????? Bitcoin Mining Machine.

    ???????????, добавлен 13.10.2015

  • Development of global rules, regulations and tools for exchanging money and data around the world. The benefits of blockchain technology. Determining the price of bitcoin. Improving the mechanism for regulating cryptocurrency at the international level.

    ??????, добавлен 21.10.2020

  • ??????? ?? ??????????? ????????????. ??????????? ?? ???????? ???? ????????? ? ???????? ???? ???????????? Bitcoin. ??????????? ???????????? Bitcoin ? ?????? ???????? ????????????? ?????????. ??????????????, ?????????????? ?? ???????????? Bitcoin ? ???????.

    ??????, добавлен 15.05.2018

  • ?????????? ???????? ???????????, ???????? bitcoin. ??????? ???????? ?? ???????? ?????????? ?????????? ?? ????????? bitcoin ????????. ???????????? ??????????????? ??????? ????????????? ?????????? ????? ?? ????????????? ?????????? ?? ?????????? ??????.

    ??????, добавлен 15.05.2018

  • ??????????? ????????? ?????????? ???????????, ?????????? ?? ???????? ?????. ?????? ?????????? ?????????????? ???????????, ???????, ?? ????????? ?? ????????? ??????? ??????. Bitcoin ?? ????? ??????? ?????? ??? ???????????? ???????????? ??????????.

    ??????, добавлен 08.05.2018

  • ???????? ??????? "??????????? ??????". Bitcoin ??? ????? ???????? ?????, ????????? ? ???????????? ? ??????????? ???. ?????????????? ????????? ? ???????????? ????????????. ???????????????? ??????????????? ?? ?????? ? ????????????? ???????? ??????????.

    ??????, добавлен 17.07.2018

  • ??????????? ??????????? ?????? ??????? ??? ????? ???????????? ? ??????????? ????????. ??????? ??????? ?????? ???????????? (?? ??????? Bitcoin). ??????? ????????? ???????????? ?????????. ???????????? ?????????? ? ????? ???????????? ??? ??????????.

    ??????, добавлен 31.03.2019

  • Review of financial results, cost indicators, market capitalization of production, liquidity of the balance of agricultural holdings by the criterion of assets and liabilities. Diagnosis of the probability of bankruptcy using different models of analysis.

    ??????, добавлен 15.12.2020

  • ??????? ?????? ??????????? ?? ??????? Bitcoin. ??????????? ???? ??????????? ? ??????????? ??????? ?????????. ??????? ?????? ??????????. ???????? ???????????? ? ?????????? ??????????? ?? ??????? Bitcoin. ???????? ???????? ???????????? ???????????.

    ???????, добавлен 08.12.2019

  • The implementation of the Third Basel Accord raises many technical issues regarding the validation of credit risk models. Bank regulators will to testing model validation processes in order to examine the predictive accuracy of banks’ credit scoring.

    ??????, добавлен 28.09.2016

  • Concept of the capital structure and existing models of capital structure optimization. Classical theories of the optimal capital structure. Models based on approach to equity as a real option. Russian crisis 2014-2015 description. Case of Lukoil Company.

    ????????? ??????, добавлен 31.10.2017

  • Application of foreign experience in the implementation of electronic settlements in the Republic of Kazakhstan. Principles and mechanism of legal regulation of cryptocurrency. Assessment of liquidity of virtual currencies. Securing Bitcoin transactions.

    ??????, добавлен 25.02.2021

  • Studying price discovery process in the US Dollar /Russian Ruble (USD/RUB) currency pair market. The choice of the asset is motivate by the significant change of the USD/RUB market conditions. The most liquid instruments of this market at Moscow Exchange.

    ????????? ??????, добавлен 30.08.2016

  • ????????? ???????? ???????????? ? ????, ??????????? ?? ????????? ??????? ? ??????. ????????? ????????????? ??????????? ????? ??? ???????? ? ?????????, ???????? ?????????-??????? Bitcoin. ??????????? ??????????? ?????????? ??????? ???????????? ??????????.

    ??????, добавлен 29.05.2017

  • ?????? ???????????? ?????????? ??????? ? ????? ??????????????? ??????? ? ????. ??????? ??????????? ??????????? ???????????????. ????????????? ??????? ? ??????-?????? ???? ????? ??????? ? ???????? ????????? ???????????? - Bitcoin, Ethereum ? Ripple.

    ??????, добавлен 22.03.2021

  • ??????? ???????? ? ???????? ???????????, ??????? ?? ?????? ?? ??????? ???????????? Bitcoin. ??????? proof-of-work. ??????? ?????? ??????????. ???????? ??????????? ? ?????????? ???????????. ???????????? ???? ??????????? ? ??????????? ??????? ?????????.

    ???????, добавлен 11.02.2018

  • ?? ???? ????????? ?????? ?????????????? ???????????? Bitcoin ? 2009 ???? ? ?? ???????? ?? ???????? ???????? ? ????????? ?????????? ???? ????, ?? ? ????????????? ?????? ???????, ? ?? ?? ? ???? ????????? ????????. ?????????????? ??????????? ?? ??????.

    ??????, добавлен 30.05.2022

  • Assessment of influence of financial risks on the stability of the financial system of Ukraine (FSU) in the framework of vector autoregressive modeling. Liquidity risks and currency risks, measures to mitigate and ensure the sustainability of the FSU.

    ??????, добавлен 14.08.2016

  • Analysis of models of determining the market value of a business. Research on the pricing of financial assets. Ways to increase the reliability of the accuracy of monetary valuation results. The search for the optimal ratio of equity and debt capital.

    ??????, добавлен 10.10.2024

  • Analytical solution for the arbitrary number of periods. Analytical Solution for the model with limited rationality of sophisticated investors. Numerical analysis for the models with full and limited rationality of sophisticated extrapolative investors.

    ????????? ??????, добавлен 27.08.2016

  • Cryptocurrency as a type of electronic means of payment, cryptographic elements of money. The history of the emergence of cryptocurrency, its advantages and disadvantages. Bitcoin - a representative of cryptocurrency operating in the peer-to-peer system.

    ??????, добавлен 10.03.2019

  • ??????? ??????????? ???????????? ?????? ????????????? ????? ? ?????? ???????? ?? ???????? ?????? ?????????? ??????? ????? ?????? ???????????. ??????????? ??????? ?? ????????????? ????? Bitcoin, ???????????? ?????????? ?? ??????? ??????????? ???????.

    ??????, добавлен 21.04.2021

Работы в архивах красиво оформлены согласно требованиям ВУЗов и содержат рисунки, диаграммы, формулы и т.д.
PPT, PPTX и PDF-файлы представлены только в архивах.
Рекомендуем скачать работу и оценить ее, кликнув по соответствующей звездочке.