This paper examines persistence in the cryptocurrency market. Two different longmemory methods (R/S analysis and … fractional integration) are used to analyse it in the case of the four main cryptocurrencies (BitCoin, LiteCoin, Ripple, Dash …) over the sample period 2013-2017. The findings indicate that this market exhibits persistence (there is a positive …

This paper examines persistence in the cryptocurrency market. Two different long-memory methods (R/S analysis and … fractional integration) are used to analyse it in the case of the four main cryptocurrencies (BitCoin, LiteCoin, Ripple, Dash …) over the sample period 2013-2017. The findings indicate that this market exhibits persistence (there is a positive …

five most traded cryptocurrencies: Bitcoin, Litecoin, Ethereum, Bitcoin Cash, and XRP. Using recent tests of long memory …

empirical analysis into the relationship of the prices of Etherum and Bitcoin. Evidence of explosive periods is found in the … price of Etherum even if this price is expressed in terms of Bitcoin rather than US Dollars. These periods, however, are … found to be in the first half of 2016 and 2017, respectively, but not during the price peak period of Bitcoin witnessed end …

as well as the comparison of Bitcoins and gold. Second, the paper empirically analyses Bitcoin prices using an … autoregressive jump-intensity GARCH model; a model tested and proven by the empirical finance community. Results suggest that Bitcoin …

A total of 1.1 million bitcoin were stolen in the 2013–2017 period. Noting that the average price for Bitcoin in 2018 … of this criminal activity. Investigating the response of the uncertainty of Bitcoin when hacking incidents occur, the …. Incidents of hacking that occur in the Bitcoin market affect uncertainty for another cryptocurrency Ethereum too. Again, the …

Investor and media attention in Bitcoin has increased substantially in recently years, reflected by the incredible … surge in news articles and considerable rise in the price of Bitcoin. Given the increased attention, there little is known … about the behaviour of Bitcoin prices and therefore we add to the literature by studying price clustering. We find …

cryptocurrencies, i.e. Bitcoin, Ethereum, Ripple and Litecoin. More than 1,000 GARCH models are fitted to the log returns of the …