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Keywords: Cryptocurrency market behavior
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Journal Articles
Industrial Management & Data Systems (2022) 122 (2): 365–395.
Published: 23 November 2021
...Kwansoo Kim; Sang-Yong Tom Lee; Saïd Assar Purpose The authors examine cryptocurrency market behavior using a hidden Markov model (HMM). Under the assumption that the cryptocurrency market has unobserved heterogeneity, an HMM allows us to study (1) the extent to which cryptocurrency markets shift...

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