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...
Saved in:
Main Authors: | Abu Bakar, Nashirah, Rosbi, Sofian |
---|---|
格式: | Article |
語言: | English |
出版: |
2018
|
主題: | |
在線閱讀: | 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 |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
相似書籍
-
Robust statistical normality transformation method with outlier consideration in bitcoin exchange rate analysis
由: Abu Bakar, Nashirah, et al.
出版: (2017) -
Robust outliers detection method for volatility of bitcoin exchange rate using three sigma (3Σ) approach
由: Abu Bakar, Nashirah, et al.
出版: (2017) -
High volatility detection method using statistical process control for cryptocurrency exchange rate:
a case study of bitcoin
由: Abu Bakar, Nashirah, et al.
出版: (2017) -
Autoregressive Integrated Moving Average (ARIMA) model for forecasting cryptocurrency exchange rate in high volatility environment: a new insight of bitcoin transaction
由: Abu Bakar, Nashirah, et al.
出版: (2017) -
Multivariate outlier detection in currency exchange rate
由: Sharif, Shamshuritawati, et al.
出版: (2013)