作者: Aurelio F. Bariviera , María José Basgall , Waldo Hasperué , Marcelo Naiouf
DOI: 10.1016/J.PHYSA.2017.04.159
关键词: Long memory 、 Actuarial science 、 Economics 、 Keynesian economics 、 Stylized 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 …