英文标题：
《What are the main drivers of the Bitcoin price? Evidence from wavelet
coherence analysis》
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作者：
Ladislav Kristoufek
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最新提交年份：
2014
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英文摘要：
Bitcoin has emerged as a fascinating phenomenon of the financial markets. Without any central authority issuing the currency, it has been associated with controversy ever since its popularity and public interest reached high levels. Here, we contribute to the discussion by examining potential drivers of Bitcoin prices ranging from fundamental to speculative and technical sources as well as a potential influence of the Chinese market. The evolution of the relationships is examined in both time and frequency domains utilizing the continuous wavelets framework so that we comment on development of the interconnections in time but we can also distinguish between short-term and long-term connections.
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中文摘要：
比特币已经成为金融市场上一种迷人的现象。由于没有任何中央当局发行这种货币，自其受欢迎程度和公众利益达到很高水平以来，一直存在争议。在这里，我们通过研究比特币价格的潜在驱动因素，从基本面到投机和技术来源，以及中国市场的潜在影响，为讨论做出贡献。利用连续小波框架，在时域和频域中检查关系的演变，以便我们在时间上评论互连的发展，但我们也可以区分短期和长期连接。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Computational Finance 计算金融学
分类描述：Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法，包括蒙特卡罗，偏微分方程，格子和其他数值方法，并应用于金融建模
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一级分类：Physics 物理学
二级分类：Data Analysis, Statistics and Probability 数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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