COVID-19 Impact on Cryptocurrencies : Evidence from a Wavelet-Based Hurst Exponent

Cryptocurrency history begins in 2008 as a means of payment proposal. However, cryptocurrencies evolved into complex, high yield speculative assets. Contrary to traditional financial instruments, they are not (mostly) traded in organized, law-abiding venues, but on online platforms, where anonymity...

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Detalles Bibliográficos
Autores principales:	Arouxét, María Belén, Fernández Bariviera, Aurelio, Pastor, Verónica Estela, Vampa, Victoria Cristina
Formato:	Articulo Preprint
Lenguaje:	Inglés
Publicado:	2020
Materias:	Ciencias Exactas Matemática cryptocurrencies Hurst exponent wavelet transform Covid-19
Acceso en línea:	http://sedici.unlp.edu.ar/handle/10915/128635 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3692600
Aporte de:	SEDICI (UNLP) de Universidad Nacional de La Plata

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