Dynamic efficiency and arbitrage potential in Bitcoin : a long-memory approach
Kun Duan, Zeming Li, Andrew Urquhart, Jinqiang Ye
| Year of publication: |
2021
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|---|---|
| Authors: | Duan, Kun ; Li, Zeming ; Urquhart, Andrew ; Ye, Jinqiang |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 75.2021, p. 1-19
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| Subject: | Bitcoin | Cryptocurrency | FCVAR | Long memory | Market efficiency | Virtuelle Währung | Virtual currency | Effizienzmarkthypothese | Efficient market hypothesis | Arbitrage | Zeitreihenanalyse | Time series analysis | Effizienz | Efficiency | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101725 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804143