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Bitcoin Network Mechanics: Forecasting the BTC Closing Price Using Vector Auto-Regression Models Based on Endogenous and Exogenous Feature Variables
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 2014Stock Price Prediction Using the ARIMA Model1,153 cited
  • 2010Bayesian Multivariate Time Series Methods for Empirical Macroeconomics644 cited
  • 2013Forecasting the Price of Oil385 cited
  • 2017GARCH Modelling of Cryptocurrencies356 cited
  • 1979Techniques of Forecasting Using Vector Autoregressions294 cited
  • 1989Real Exchange Rate Volatility and U.S. Bilateral Trade: A Var Approach274 cited
  • 2014Bayesian regression and Bitcoin179 cited
  • 2018A New Forecasting Framework for Bitcoin Price with LSTM175 cited
  • 2009Forecasting exchange rates with a large Bayesian VAR169 cited
  • 2018Forecasting cryptocurrencies under model and parameter instability153 cited
  • 2017Autoregressive Integrated Moving Average (ARIMA) Model for Forecasting Cryptocurrency Exchange Rate in High Volatility Environment: A New Insight of Bitcoin Transaction152 cited
  • 2014Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates93 cited
  • 2006Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through

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85 cited
  • 2017Cryptocurrencies as an Asset Class: An Empirical Assessment76 cited
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