Rough volatility of Bitcoin
Year of publication: |
2020
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Authors: | Takaishi, Tetsuya |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 32.2020, p. 1-8
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Subject: | Bitcoin | Hurst exponent | Multifractality | Rough volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Virtuelle Währung | Virtual currency | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Welt | World |
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