Cryptocurrency market efficiency : evidence from wavelet analysis
Year of publication: |
2020
|
---|---|
Authors: | Fidrmuc, Jarki ; Junge, Frederik ; Kapounek, Svatopluk |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 70.2020, 2, p. 121-144
|
Subject: | efficient market hypothesis | market arbitrage | wavelet analysis | Effizienzmarkthypothese | Efficient market hypothesis | Zustandsraummodell | State space model | Virtuelle Währung | Virtual currency | Theorie | Theory | Aktienmarkt | Stock market | Effizienz | Efficiency |
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