Long memory and efficiency of Bitcoin during COVID-19
Year of publication: |
2022
|
---|---|
Authors: | Wu, Xiang ; Wu, Liang ; Chen, Shujuan |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 4, p. 375-389
|
Subject: | Bitcoin | extreme event | Hurst exponent | long memory | market efficiency | Coronavirus | Zeitreihenanalyse | Time series analysis | Effizienzmarkthypothese | Efficient market hypothesis |
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