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can describe the explosive increase in the number of traded cryptocurrencies and the cryptocurrency market in general. In … number of traded cryptocurrencies and (2) in terms of increasing market capitalization for a given number of traded … cryptocurrencies. By analyzing weekly snapshot data of all traded cryptocurrencies from January 4, 2009, to June 14, 2020, we find …
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can describe the explosive increase in the number of traded cryptocurrencies and the cryptocurrency market in general. In … number of traded cryptocurrencies and (2) in terms of increasing market capitalization for a given number of traded … cryptocurrencies. By analyzing weekly snapshot data of all traded cryptocurrencies from January 4, 2009, to June 14, 2020, we find …
Persistent link: https://www.econbiz.de/10012429243
In this paper we develop a well-established financial model to investigate whether bubbles were present in opinion … approach is theoretically elegant. Thus, where bubbles are found we suggest a suitable adjustment. We find evidence of bubbles …
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Econophysics and Artificial Intelligence (Antonio Simeone) -- Chapter 7. The adoption of digital euro and perspective (Francesco … technological innovations such as derivatives and cryptocurrencies in monetary and financial management, the role of monetary policy …
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This paper revisits the Levy sections theorem. We extend the scope of the theorem to time series and apply it to historical daily returns of selected dollar exchange rates. The elevated kurtosis usually observed in such series is then explained by their volatility patterns. And the duration of...
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In line with the recent research and debates about econophysics and financial economics, this article discusses on … econophysics, the methodology used by financial economists is frequently considered as a top-down approach (starting from a priori …-up approach. Although this dualist perspective is very common in the econophysics literature, this paper claims that the …
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