Long memory and efficiency of Bitcoin under heavy tails
Year of publication: |
2020
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Authors: | Wu, Liang ; Chen, Shujuan |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 48, p. 5298-5309
|
Subject: | Bitcoin | long memory | market efficiency | Hurst exponent | heavy tails | Volatilität | Volatility | Theorie | Theory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Effizienzmarkthypothese | Efficient market hypothesis |
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