Kriptopara Dinamikleri: Bitcoin Cash, Ethereum, Litecoin ve Ripple
نویسندگان
چکیده
Bu makalenin amacı kriptopara birimleri olarak da adlandırılan merkezi olmayan para olan Bitcoin Cash, Ethereum, Litecoin ve Ripple arasındaki ilişkilerin ortaya çıkarılmasıdır. Çalışmada üzerinde çalışılan dönem 03.08.2017 – 17.03.2020 tarihleri arasıdır. birim kök testi Augmented Dickey-Fuller (ADF) uygulanarak serilerin durağan olduğu düzeyler saptanmış aralarındaki nedensellik ilişkisi Granger ile sınanmıştır. Seriler yönü büyüklüğü, vektör otoregresif (VAR) model tekniğiyle belirlenmeye çalışılmıştır. Ayrıca, etki-tepki analizleri varyans ayrıştırma yapılarak standart sapmasında meydana gelen değişimin bazında % kaçının diğer değişkenler tarafından açıklandığı konmuştur.
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ژورنال
عنوان ژورنال: International journal of advances in engineering and pure sciences
سال: 2021
ISSN: ['2636-8277']
DOI: https://doi.org/10.7240/jeps.938317