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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2019
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| 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 |