This study considers a bivariate jump-diffusion model to describe Bitcoin price dynamics and the number of Google searches affecting the price.
This paper is available on arxiv under CC 4.0 license. Authors: Edson Pindza, Tshwane University of Technology; Department of Mathematics and Statistics; 175 Nelson Mandela Drive OR Private Bag X680 and Pretoria 0001; South Africa ; Jules Clement Mba, University of Johannesburg; School of Economics, College of Business and Economics and P. O. Box 524, Auckland Park 2006; South Africa ; Sutene Mwambi, University of Johannesburg; School of Economics, College of Business and Economics and P. O.
Authors: Authors: Edson Pindza, Tshwane University of Technology; Department of Mathematics and Statistics; 175 Nelson Mandela Drive OR Private Bag X680 and Pretoria 0001; South Africa ; Jules Clement Mba, University of Johannesburg; School of Economics, College of Business and Economics and P. O. Box 524, Auckland Park 2006; South Africa ; Sutene Mwambi, University of Johannesburg; School of Economics, College of Business and Economics and P. O.
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