Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets
Author:
Funder
National Research Foundation of Korea
Publisher
Elsevier BV
Subject
Finance
Reference22 articles.
1. Bitcoins as an investment or speculative vehicle? A first look;Baeck;Appl. Econ. Lett.,2015
2. The inefficiency of Bitcoin revisited: a dynamic approach;Bariviera;Econ. Lett.,2017
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4. Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox Bitcoin prices.;Cheung;Appl. Econ.,2015
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