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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Veröffentlicht in:	PloS one 2019-07, Vol.14 (7), p.e0219243-e0219243
Hauptverfasser:	Dimitrova, V, Fernández-Martínez, M, Sánchez-Granero, M A, Trinidad Segovia, J E
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Analysis Commerce - statistics & numerical data Commerce - trends Cryptocurrencies Dollar (United States) Economics - statistics & numerical data Economics - trends Efficiency Evolution Financial markets Literature reviews Marketing - methods Marketing - statistics & numerical data Markets Models, Economic Physical Sciences Random variables Research and Analysis Methods Self-similarity Sliding Social Sciences
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