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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...
Autores principales: | Dimitrova, V., Fernández-Martínez, M., Sánchez-Granero, M. A., Trinidad Segovia, J. E. |
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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/PMC6613746/ https://www.ncbi.nlm.nih.gov/pubmed/31283773 http://dx.doi.org/10.1371/journal.pone.0219243 |
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