印尼加密货币或黄金市场波动的可靠var自回归有效性识别

Vera Mita, Ossi Ferli, Irvan Novikri, Roy Sembel, A. Manurung
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引用次数: 1

摘要

增加市值的特点是高波动性,但不具备货币功能的能力和潜力,加密世界最终转变为数字经济中最具吸引力的投资。许多已发表的研究都要求对商品和金融资产之间的一致关系进行一些改进,作者提出了另一种评估方法,证明了印度尼西亚交易量最大的加密货币(i
本文章由计算机程序翻译,如有差异,请以英文原文为准。
IDENTIFICATION OF MARKET VOLATILITY WITH SOLID VAR AUTOREGRESSION VALIDITY IN INDONESIA CRYPTOCURRENCIES OR GOLD
Increasing market capitalization is characterized by high volatility but doesn’t have the ability and potential for monetary function, Crypto world eventually shifted into the most attractive investment in the digital economy. Numerous published studies have required some improvement in the consistent relationship between commodities and financial assets and the authors proposed an alternative assessment with demonstrating the relationship between the trading volume activity of the most traded cryptocurrency in Indonesia (i
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