A fractal and comparative view of the memory of Bitcoin and S&P 500 returns
Klaus Grobys
| Year of publication: |
2023
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|---|---|
| Authors: | Grobys, Klaus |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 66.2023, p. 1-19
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| Subject: | Bitcoin | Fractality | Fractals | Hurst exponent | Memory | Pareto distributions | Power laws | S&P 500 | Second moment | Statistical self-affine | Variance | Theorie | Theory | Virtuelle Währung | Virtual currency | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.102021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014460264