What is it about?
Using intraday transactions, we study the long memory characteristics of the bitcoin market at different time scales.
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Why is it important?
The market presents self simliarity at different time scales
Perspectives
Bitcoin is a new asset with millions dollars worth transactions. This study could be the start of a new research line.
Dr Aurelio F. Bariviera
Universitat Rovira i Virgili
Read the Original
This page is a summary of: Some stylized facts of the Bitcoin market, Physica A Statistical Mechanics and its Applications, October 2017, Elsevier,
DOI: 10.1016/j.physa.2017.04.159.
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