Some comments on Bitcoin market (in)efficiency

In this paper, we explore the (in)efficiency of the continuum Bitcoin-USD market in the period ranging from mid 2010 to early 2019. To deal with, we dynamically analyse the evolution of the self-similarity exponent of Bitcoin-USD daily returns via accurate FD4 approach by a 512 day sliding window wi...

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Detalles Bibliográficos
Autores principales: Dimitrova, V., Fernández-Martínez, M., Sánchez-Granero, M. A., Trinidad Segovia, J. E.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2019
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6613746/
https://www.ncbi.nlm.nih.gov/pubmed/31283773
http://dx.doi.org/10.1371/journal.pone.0219243

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6613746/
https://www.ncbi.nlm.nih.gov/pubmed/31283773
http://dx.doi.org/10.1371/journal.pone.0219243

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