Robust outliers detection method for ethereum exchange rate: a statistical approach using high frequency data

Ethereum is one of the cryptocurrency that attracts attention from investors in year of 2017. Therefore, the objective of this study is to evaluate the data distribution of Ethereum exchange rate to validate the dynamic behavior of price movement. The finding of this study will help investors to und...

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Bibliographic Details
Main Authors: Abu Bakar, Nashirah, Rosbi, Sofian
Format: Article
Language:English
Published: 2018
Subjects:
Online Access:http://repo.uum.edu.my/26309/1/TIJES%207%204%202018%201%208.pdf
http://repo.uum.edu.my/26309/
http://www.theijes.com/Vol7-Issue4.html
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Institution: Universiti Utara Malaysia
Language: English