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Activity Number:
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523
- Contributed Poster Presentations: Section on Risk Analysis
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Type:
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Contributed
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Date/Time:
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Wednesday, August 2, 2017 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Risk Analysis
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Abstract #324176
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Title:
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Statistical Analysis of the Exchange Rate of Bitcoin and Other Cryptocurrencies
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Author(s):
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Stephen Chan*
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Companies:
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Keywords:
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Bitcoin ;
Exchange rates ;
cryptocurrencies
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Abstract:
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Bitcoin and other cryptocurrencies are becoming a popular currency. We provides a statistical analysis of the log-returns of the exchange rate of Bitcoin and cryptocurrencies versus the United States Dollar. Fifteen of the most popular parametric distributions in finance are fitted to the log-returns. Predictions are given for future values of the exchange rate.
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Authors who are presenting talks have a * after their name.
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