Palestras e Seminários
05/01/2018
14:00
auditório 1 da Biblioteca da UFSCar
Palestrante: Stephen Chan
Responsável: Ricardo Sandes Ehlers (
Seminário do PIPGEs
Bitcoin and other cryptocurrencies are becoming a popular currency. We provide 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.