期刊
ECONOMICS LETTERS
卷 163, 期 -, 页码 106-109出版社
ELSEVIER SCIENCE SA
DOI: 10.1016/j.econlet.2017.12.006
关键词
Bitcoin; Informational efficiency; Long-range dependence estimators
类别
We revisit the issue of informational efficiency of Bitcoin using a battery of computationally efficient long-range dependence estimators for a period spanning over July 18, 2010 to June 16, 2017. We report that the market is informational efficient as consistent to recent findings of Urquhart (2016), Nadarajah and Chu (2017) and Bariviera (2017). (C) 2017 Elsevier B.V. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据