Statistical Analysis of the Exchange Rate of Bitcoin

Bitcoin, the first electronic payment system, is becoming a popular currency. We provide a statistical analysis of the log-returns of the exchange rate of Bitcoin versus the United States Dollar. Fifteen of the most popular parametric distributions in finance are fitted to the log-returns. The gener...

Descripción completa

Detalles Bibliográficos
Autores principales: Chu, Jeffrey, Nadarajah, Saralees, Chan, Stephen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2015
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4519139/
https://www.ncbi.nlm.nih.gov/pubmed/26222702
http://dx.doi.org/10.1371/journal.pone.0133678

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4519139/
https://www.ncbi.nlm.nih.gov/pubmed/26222702
http://dx.doi.org/10.1371/journal.pone.0133678

Ejemplares similares