Robust outliers detection method for ethereum exchange rate: a statistical approach using high frequency data
Ethereum is one of the cryptocurrency that attracts attention from investors in year of 2017. Therefore, the objective of this study is to evaluate the data distribution of Ethereum exchange rate to validate the dynamic behavior of price movement. The finding of this study will help investors to und...
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Main Authors: | Abu Bakar, Nashirah, Rosbi, Sofian |
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Format: | Article |
Language: | English |
Published: |
2018
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Subjects: | |
Online Access: | http://repo.uum.edu.my/26309/1/TIJES%207%204%202018%201%208.pdf http://repo.uum.edu.my/26309/ http://www.theijes.com/Vol7-Issue4.html |
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