🔗 lnkd.in/ePdiUKke
📘 A comparative analysis of the volatility nature of cryptocurrency and JSE market
👥 Forbes Kaseke , Shaun Ramroop, Henry Mwambi
#asymmetry, #Bitcoin, #cryptocurrency, #persistence, #structuralbreaks, #volatility
2
7
5 Aug 2021
Need to test for single and multiple structural breaks in Time Series and Panel Data, then Jan Ditzen's et al.'s new @Stata command xtbreak maybe just what you are looking for! More details at #Stata2021. #structuralbreaks #timesseries #paneldata
1
2
Sudden #changes in #TimeSeriesData are often referred to as #StructuralBreaks or non-linearities. For detecting that subtle change, #MACHBASE #database provides high frequency of data query.
5
3