Digital assets are an emerging phenomenon in financial markets. The extreme fluctuations in their prices have doubled the importance of identifying and processing their behavior. The different pricing models of these assets and the lack of a codified approach in this area have complicated their pricing. In this study, we modeled the pricing of digital assets, with a particular focus on the cryptocurrency market. The present study is applied and uses seasonal data from January 2020 to February 2025. The research population is the cryptocurrency market, and our sample is three cryptocurrencies: Bitcoin, Ethereum, and Tether. The TVP-DMA, TVP-DMS, and BMA models were used to identify the most important variables affecting changes in the price of digital assets. The TVP-DMA models were more accurate than other models. The results exhibit that the fluctuations in the price of Tether are greater than those of Ethereum and Bitcoin. Also, the results indicate that Bitcoin's price is influenced by 9 factors, the most important of which are Bitcoin's return, US interest rates, and the US economic growth rate. The price of Ethereum cryptocurrency is also affected by 11 factors, the most important of which are the price of Bitcoin, US interest rates, and the mining difficulty index. Finally, the price of Tether cryptocurrency follows 14 variables, the most important of which are the price of Bitcoin, the halving rule, and the fear index.