Dynamic efficiency and arbitrage potential in Bitcoin : a long-memory approach
Year of publication: |
2021
|
---|---|
Authors: | Duan, Kun ; Li, Zeming ; Urquhart, Andrew ; Ye, Jinqiang |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 75.2021, p. 1-19
|
Subject: | Bitcoin | Cryptocurrency | FCVAR | Long memory | Market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Virtuelle Währung | Virtual currency | Arbitrage | Elektronisches Geld | Electronic money | Zeitreihenanalyse | Time series analysis |
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