Long memory interdependency and inefficiency in bitcoin markets (Q1787569)
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scientific article; zbMATH DE number 6947690
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| English | Long memory interdependency and inefficiency in bitcoin markets |
scientific article; zbMATH DE number 6947690 |
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Long memory interdependency and inefficiency in bitcoin markets (English)
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5 October 2018
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cross-market bitcoin prices
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long-memory
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efficient market hypothesis
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fractionally cointegrated VAR
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0.7672727108001709
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0.7296640872955322
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0.7290042638778687
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0.7249720096588135
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0.7247529625892639
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