A singular value decomposition approach for testing the efficiency of bitcoin and ethereum markets

DOI10.1016/J.ECONLET.2021.109997zbMath1471.91372OpenAlexW3182150856MaRDI QIDQ1984496

Eduardo Rodriguez, José de Jesús Álvarez-Ramírez

Publication date: 16 September 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109997

zbMATH Keywords

entropysingular value decompositionmarket efficiencycryptocurrencies

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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