Invited session on “Dynamic Analysis of Cryptocurrency” at CMStatistics2022 – Computational and Methodological Statistics- December 17-19, King’s College, London UK.
Session organized by Joann Jasiak.
Speakers: P. Sadorsky (Schulich School of Business), C. Gourieroux (U of T), E. Inan (PhD student, York) and Francesco Giancaterini (PhD student, Maastricht University)
- “Double Autoregressive Time Varying Coefficient Model for Stablecoin Prices” Presented by Emre Inan (Co-authors: Antoine Djogbenou and Joann Jasiak)
- “Forecasting cryptocurrency prices with machine learning: How important is market volatility?” Presented by Perry Sadorsky
