| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7349416 | Economics Letters | 2018 | 13 Pages |
Abstract
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).
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Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Aviral Kumar Tiwari, R.K. Jana, Debojyoti Das, David Roubaud,