On the volatility and market inefficiency of Bitcoin during the COVID-19 pandemic
Year of publication: |
2023
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Authors: | Rufino, Cesar C. |
Published in: |
DLSU business & economics review. - Manila : Univ., ISSN 0116-7111, ZDB-ID 2500625-3. - Vol. 32.2023, 2, p. 23-32
|
Subject: | Bitcoin | COVID-19 Pandemic | GARCH Variants | Efficient Market Hypothesis | Martingale Difference Sequence | Coronavirus | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Epidemie | Epidemic | Martingal | Martingale |
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