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Backtesting Taleb Ratio and Parkinson Volatility at Bitcoin Historical Prices 2017 - 2022
Title Backtesting Taleb Ratio and Parkinson Volatility at Bitcoin Historical Prices 2017 - 2022 Author info Jakub Sieber Author Sieber Jakub EUBPHFKRP - Katedra finančného riadenia podniku PHF Source document Trends in Application of Statistical Methods for Quality Improvement XVII. (2022) : Reviewed Proceeding of Posts from an 17. International Scientific Conference. Pp. 42-48 online. - Košice : KKM PHF, 2022 / Jakub Vincent ; Duľová Spišáková Emília ; Trends in Application of Statistical Methods for Quality Improvement XVII. (2022). ISBN 978-80-225-4946-2 Document kind schedule of articles from year books Language English Country of Edition Slovak Republic Keywords mena virtuálna * volatilita * portfólio * testy Annotation Preskúmanie volatility ceny Bitcoinu prostredníctvom spätného testovania s využitím Parkinsonovej miery volatility a Taleb Ratio. Identifikácia a analýza optimálneho investičného portfólia. Public work category Reports at home scientific conferences Database PUBLIKAČNÁ ČINNOSŤ No. of Archival Copy E22 00189-017, kópia plného textu
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