Some stylized facts of the Bitcoin market

In recent years a new type of tradable assets appeared, generically known as cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper investigates some statistical properties of the Bitcoin market. This study compares Bitcoin and standard currencies dynamics and fo...

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Detalles Bibliográficos
Autores principales: Fernández, Aurelio, Basgall, María José, Hasperué, Waldo, Naiouf, Marcelo
Formato: Articulo Preprint
Lenguaje:Inglés
Publicado: 2017
Materias:
Ciencias Informáticas
Bitcoin
DFA
Hurst
Long memory
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/99135
https://ri.conicet.gov.ar/11336/49747
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata

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