Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets
Khamis Hamed Al-Yahyaee, Walid Mensi, Seong-Min Yoon
| Year of publication: |
2018
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|---|---|
| Authors: | Al-Yahyaee, Khamis Hamed ; Mensi, Walid ; Yoon, Seong-min |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 27.2018, p. 228-234
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| Subject: | Bitcoin | Efficient market hypothesis | Long memory | Hurst exponent | MF-DFA | Effizienzmarkthypothese | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Theorie | Theory | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.03.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006868