Time-varying long-term memory in Bitcoin market
Year of publication: |
2018
|
---|---|
Authors: | Jiang, Yonghong ; Nie, He ; Ruan, Weihua |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 25.2018, p. 280-284
|
Subject: | Bitcoin market | Generalized Hurst exponents | Long-term memory | Rolling window | Börsenkurs | Share price | USA | United States | Volatilität | Volatility | Virtuelle Währung | Virtual currency |
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