A hypothesis test method for detecting multifractal scaling, applied to Bitcoin prices
Year of publication: |
2020
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Authors: | Jiang, Chuxuan ; Dev, Priya ; Maller, Ross A. |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 5/104, p. 1-21
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Subject: | multifractal processes | fractal scaling | heavy tails | long range dependence | financial models | Bitcoin | Theorie | Theory | Virtuelle Währung | Virtual currency | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Finanzmarkt | Financial market | Volatilität | Volatility | Statistischer Test | Statistical test | Statistische Verteilung | Statistical distribution | Finanzanalyse | Financial analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm13050104 [DOI] hdl:10419/239192 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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