Adaptive market hypothesis and evolving predictability of bitcoin
Year of publication: |
2018
|
---|---|
Authors: | Khuntia, Sashikanta ; Pattanayak, Jamini Kanta |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 167.2018, p. 26-28
|
Subject: | Adaptive market hypothesis (AMH) | Bitcoin | Martingale difference hypothesis | Virtuelle Währung | Virtual currency | Effizienzmarkthypothese | Efficient market hypothesis | Martingal | Martingale | Kapitalmarkttheorie | Financial economics | Prognoseverfahren | Forecasting model |
-
The adaptive market hypothesis in the high frequency cryptocurrency market
Chu, Jeffrey, (2019)
-
The adaptive market hypothesis and the return predictability in the cryptocurrency markets
Karasiński, Jacek, (2023)
-
Short-term bitcoin market prediction via machine learning
Jaquart, Patrick, (2021)
- More ...
-
Is the foreign exchange market efficiency adaptive? : the empirical evidence from India
Khuntia, Sashikanta, (2018)
-
Evolving efficiency of exchange rate movement : an evidence from Indian foreign exchange market
Khuntia, Sashikanta, (2020)
-
Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume
Khuntia, Sashikanta, (2020)
- More ...