The inefficiency of Bitcoin revisited : a dynamic approach
Aurelio F. Bariviera
| Year of publication: |
December 2017
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|---|---|
| Authors: | Bariviera, Aurelio Fernández |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 161.2017, p. 1-4
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| Subject: | Bitcoin | Long range dependence | Volatility | Hurst exponent | Volatilität | Virtuelle Währung | Virtual currency | Theorie | Theory | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.09.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011903819