Do bitcoins follow a random walk model?
Year of publication: |
2019
|
---|---|
Authors: | Aggarwal, Divya |
Published in: |
Research in economics : an international review of economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1090-9443, ZDB-ID 1379004-3. - Vol. 73.2019, 1, p. 15-22
|
Subject: | Asymmetric | Auto regressive conditional heteroscedasticity | Bitcoin | Cryptocurrency | Random walk model | Volatility | Random Walk | Random walk | Volatilität | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model |
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