Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?

Financial Innovation

Table 3 Parameter estimation results of the model

Parameters	Mean	Standard deviation	95% confidence interval	Geweke’s Z-score	Inefficiency factors
\((\sum_{\beta } )_{1}\)	0.023	0.003	(0.018, 0.029)	0.173	7.14
\((\sum_{\beta } )_{2}\)	0.023	0.003	(0.018, 0.029)	0.908	3.18
\((\sum_{a} )_{1}\)	0.084	0.036	(0.041, 0.176)	0.248	55.02
\((\sum_{a} )_{2}\)	0.094	0.039	(0.044, 0.190)	0.780	39.18
\((\sum_{h} )_{1}\)	0.127	0.060	(0.054, 0.285)	0.252	47.46
\((\sum_{h} )_{2}\)	0.144	0.066	(0.059, 0.315)	0.025	74.83

The parameters are the posterior estimation of the first two diagonal elements of \(\sum_{\beta }\), \(\sum_{a}\), and \(\sum_{h}\), and the results of the remaining elements also fulfill the statistical requirements
The 5% critical value of Geweke is 1.96