Fractal dynamics and wavelet analysis : deep volatility and return properties of Bitcoin, Ethereum and Ripple
Valerio Celeste, Shaen Corbet, Constantin Gurdgiev
| Year of publication: |
2020
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| Authors: | Celeste, Valerio ; Corbet, Shaen ; Gurdgiev, Constantin |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 76.2020, p. 310-324
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| Subject: | Efficient market hypothesis | Fractal market hypothesis | Cryptocurrencies | Wavelet coherence | Continuous wavelet transform | Hurst exponent | Volatilität | Volatility | Effizienzmarkthypothese | Zustandsraummodell | State space model | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Theorie | Theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2019.09.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012417711