The Fractal Nature of Bitcoin: Evidence from Wavelet Power Spectra

DOI10.1007/978-3-319-32543-9_5zbMath1407.91288OpenAlexW326214118MaRDI QIDQ4606767

Guillermo A. Romero-Melendez, Rafael Delfin-Vidal

Publication date: 9 March 2018

Published in: Trends in Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-32543-9_5

zbMATH Keywords

wavelet analysiswavelet power spectrumbitcoincryptocurrenciesfractal market hypothesiseconomics and finance

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Cryptography (94A60) Macroeconomic theory (monetary models, models of taxation) (91B64) Financial applications of other theories (91G80) Fractals (28A80)

Related Items (1)

The Fractal Nature of Bitcoin: Evidence from Wavelet Power Spectra

Uses Software

• Mathematica

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Mixed-correlated ARFIMA processes for power-law cross-correlations
• Agent-based modeling. The Santa Fe Institute artificial stock market model revisited
• The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income
• Wavelets in Economics and Finance: Past and Future
• The Fractal Nature of Bitcoin: Evidence from Wavelet Power Spectra
• Empirical properties of asset returns: stylized facts and statistical issues
• An Introduction to Wavelet Theory in Finance

This page was built for publication: The Fractal Nature of Bitcoin: Evidence from Wavelet Power Spectra