Some stylized facts of the Bitcoin market

作者: Aurelio F. Bariviera , María José Basgall , Waldo Hasperué , Marcelo Naiouf

DOI: 10.1016/J.PHYSA.2017.04.159

关键词: Long memoryActuarial scienceEconomicsKeynesian economicsStylized fact

摘要: In recent years a new type of tradable assets appeared, generically known as cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper …

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