Criticality of Bitcoin Market

【Author】 Chudzynski, F.; Struzik, Z.

【Source】ACTA PHYSICA POLONICA A

【影响因子】0.725

【Abstract】In this paper, we present an analysis of the non-Gaussianity of the Bitcoin market, in which we focus on the scale dependence of the variance lambda(2) estimated by fitting the Castaing equation to the detrended price series. Our analysis showed scale invariance across a large range of scales in the years 2012-2019, which indicates that the Bitcoin market is in a critical state.

【Keywords】criticality; invariance; Bitcoin; non-gaussian

【发表时间】2021 APR

【收录时间】2022-01-02

【文献类型】

【主题类别】

--