The inefficiency of Bitcoin revisited: A dynamic approach
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DOI: 10.1016/j.econlet.2017.09.013
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- Aurelio F. Bariviera, 2017. "The inefficiency of Bitcoin revisited: a dynamic approach," Papers 1709.08090, arXiv.org.
References listed on IDEAS
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More about this item
Keywords
Bitcoin; Long range dependence; Volatility; Hurst exponent;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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