Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin
Zhongwen Tong, Zhanbo Chen, Chen Zhu
| Year of publication: |
2022
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|---|---|
| Authors: | Tong, Zhongwen ; Chen, Zhanbo ; Zhu, Chen |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-11
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| Subject: | BDS test | Cryptocurrency | Long memory | Nonlinear dynamics analysis | Price fluctuations | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Dynamik | Nonlinear dynamics | Nichtlineare Regression | Nonlinear regression | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102803 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553954