Long memory interdependency and inefficiency in Bitcoin markets
Eng-Tuck Cheah, Tapas Mishra, Mamata Parhi, Zhuang Zhang
| Year of publication: |
2018
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|---|---|
| Authors: | Cheah, Eng-Tuck ; Mishra, Tapas ; Parhi, Mamata ; Zhang, Zhuang |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 167.2018, p. 18-25
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| Subject: | Cross-market Bitcoin prices | Efficient market hypothesis | Fractionally cointegrated VAR | Long-memory | Effizienzmarkthypothese | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | VAR-Modell | VAR model | Finanzmarkt | Financial market | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.02.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012015761