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Statistical analysis of bitcoin during explosive behavior periods

This paper develops the ability of the normal inverse Gaussian distribution (NIG) to fit the returns of bitcoin (BTC). As the first cryptocurrency created, the behavior of this new asset is characterized by great volatility. The lack of a proper definition or classification under existing theory exa...

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Detalles Bibliográficos
Autores principales: Núñez, José Antonio, Contreras-Valdez, Mario I., Franco-Ruiz, Carlos A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6430404/
https://www.ncbi.nlm.nih.gov/pubmed/30901371
http://dx.doi.org/10.1371/journal.pone.0213919