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Persistence in the cryptocurrency market

  • Published:2018-12 Issue: Volume:46 Page:141-148
  • ISSN:0275-5319
  • Container-title:Research in International Business and Finance
  • language:en
  • Short-container-title:Research in International Business and Finance

Author:

Caporale Guglielmo Maria,Gil-Alana Luis,Plastun Alex

Funder

Ministerio de Ciencia y Tecnología

Ministry of Education and Science of Ukraine

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference27 articles.

1. Nonstationarity-extended local whittle estimation;Abadir;J. Econom.,2007

2. Some stylized facts of the Bitcoin market;Bariviera;Phys. A,2017

3. The inefficiency of bitcoin revisited: a dynamic approach;Bariviera;Econo. Lett.,2017

4. Does Bitcoin follow the hypothesis of efficient market?;Bartos;Int. J. Econ. Sci.,2015

5. An exponential model in the spectrum of a scalar time series;Bloomfield;Biometrika,1973

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