Bitcoin's return behaviour: What do We know so far?

In this paper we study the daily return behavior of Bitcoin digital currency. We propose the use of generalized hyperbolic distributions (GH) to model Bitcoin's return. Our, results show that GH is a very good candidate to model this return.

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Year of publication:	2019-04-03
Authors:	Fajardo, José

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Fajardo, José (2019): Bitcoin's return behaviour: What do We know so far?
Classification:	C01 - Econometrics ; C02 - Mathematical Methods ; c58 ; G0 - Financial Economics. General
Source:	BASE

Persistent link: https://www.econbiz.de/10015263797