This result concerns bitcoin as well as the other stock market indices. We conclude that this model is better than the SVOL model on the MSE and AIC function. Model comparisons illustrate that the ARSV-t model performs better performances. Therefore, the technique used is a Metropolis–Hastings (Hastings in Biometrika 57:97–109, 1970), and the Gibbs sampler (Casella and George in Am Stat 46:167–174, 1992 Gelfand and Smith in J Am Stat Assoc 85:398–409, 1990 Gilks and Wild in 41:337–348, 1992). To estimate these models, our analysis is based on the Markov Chain Monte-Carlo method. Two models are compared, the first is the autoregressive stochastic volatility model with Student’s t-distribution (ARSV-t), and the second is the basic SVOL. We examine two asymmetric stochastic volatility models used to describe the volatility dependencies found in most financial returns. Using daily data over the period 2010–2019. We include five stock market indexes for different countries such as Standard and Poor’s 500 composite Index (S&P), Nasdaq, Nikkei, Stoxx, and DowJones. The purpose of this article is to find a better technique for estimating the volatility of the price of bitcoin on the one hand and to check if this special kind of asset called cryptocurrency behaves like other stock market indices. The Smith chart can be used to simultaneously display multiple parameters including impedances, admittances, reflection coefficients, S n n.
It was independently devised by Tōsaku Mizuhashi ( 水橋東作) in 1937, and by Amiel R. The Smith chart (sometimes also called Smith diagram, Mizuhashi chart ( 水橋チャート), Mizuhashi–Smith chart ( 水橋スミスチャート), Volpert–Smith chart ( Диаграмма Вольперта-Смита) and Mizuhashi–Volpert–Smith chart), is a graphical calculator or nomogram designed for electrical and electronics engineers specializing in radio frequency (RF) engineering to assist in solving problems with transmission lines and matching circuits. For Smith diagram, see Smith diagram (disambiguation).
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