Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin
Year of publication: |
2022
|
---|---|
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
|
Subject: | BDS test | Cryptocurrency | Long memory | Nonlinear dynamics analysis | Price fluctuations | Virtuelle Währung | Virtual currency | Nichtlineare Dynamik | Nonlinear dynamics | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Börsenkurs | Share price | Chaostheorie | Chaos theory |
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