Asymmetric mean reversion of Bitcoin price returns
Shaen Corbet, Paraskevi Katsiampa
| Year of publication: |
2020
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|---|---|
| Authors: | Corbet, Shaen ; Katsiampa, Paraskevi |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 71.2020, p. 1-12
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| Subject: | Digital currencies | Cryptocurrency | Bitcoin | Short-horizon stock returns | Asymmetric reverting patterns | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Mean Reversion | Mean reversion | Volatilität | Volatility | Elektronisches Zahlungsmittel | Electronic payment | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012435719