Browsing Department of Economics and Finance by Subject "long memory randomness"
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Statistical Analysis of the (In)efficiency of Bitcoin : A comparison of the weak form efficient market hypothesis in the US and Venezuela (Master thesis, 2019)Bitcoin is a phenomenon that has received a lot of attentionduringthe last years. Although the literature on the subject has expanded, there is still need for more research. This paper replicates the work of Urquhart (2016) ...