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Modelling the Bitcoin prices and the media attention to Bitcoin via the
  jump-type processes

Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes

25 October 2022
Ekaterina N. Morozova
V. Panov
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Papers citing "Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes"

1 / 1 papers shown
Title
Statistical inference for time-changed Lévy processes via composite
  characteristic function estimation
Statistical inference for time-changed Lévy processes via composite characteristic function estimation
Denis Belomestny
64
49
0
01 Mar 2010
1