A new look at Cryptocurrencies

The complexities of Cryptocurrencies are yet to be fully explored. New evidence suggests the most popular Cryptocurrency, Bitcoin, displays many diverse stylized facts including long memory and heteroskedasticity. This note combines many of these attributes into a single model to conditionally measu...

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Veröffentlicht in:	Economics letters 2018-02, Vol.163, p.6-9
Hauptverfasser:	Phillip, Andrew, Chan, Jennifer S.K., Peiris, Shelton
Format:	Artikel
Sprache:	eng
Schlagworte:	Digital currencies Economic models Leverage Studies
Online-Zugang:	Volltext
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