Can wavelets produce a clearer picture of weak-form market efficiency in Bitcoin?
Year of publication: |
2022
|
---|---|
Authors: | Phiri, Andrew |
Published in: |
Eurasian economic review : a journal in applied macroeconomics and finance. - Heidelberg : Springer, ISSN 2147-429X, ZDB-ID 2646817-7. - Vol. 12.2022, 3, p. 373-386
|
Subject: | Adaptive market hypothesis (AMH) | Bitcoin | Efficient market hypothesis (EMH) | Random walks | Wavelet coherence | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Random walk | Zustandsraummodell | State space model |
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