Long memory and efficiency of Bitcoin during COVID-19
Xiang Wu, Liang Wu and Shujuan Chen
| Year of publication: |
2022
|
|---|---|
| Authors: | Wu, Xiang ; Wu, Liang ; Chen, Shujuan |
| Subject: | Bitcoin | extreme event | Hurst exponent | long memory | market efficiency | Coronavirus | Effizienzmarkthypothese | Efficient market hypothesis | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Finanzmarkt | Financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1962513 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012874043