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About An Economic Analysis On Bitcoin
This document presents an economic analysis of bitcoin conducted by MSc student Giorgiana Roxana Ene and supervised by Moisa Altar, PhD at the Academy of Economic Studies in Bucharest, Romania in 2014. The analysis includes objectives to understand what bitcoin is, how it is produced, whether it is considered real money, and modeling and forecasting the bitcoin exchange rates BTC/USD and BTC/EUR. Various statistical and time series techniques are used, including unit root testing, ARMA modeling, and volatility analysis with ARCH, GARCH, EGARCH and TARCH models.
Detailed Information
| Author: | ['babutzu123'] |
|---|---|
| Publication Year: | 2015 |
| Pages: | 47 |
| Language: | English |
| Format: | |
| Price: | FREE |
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