Revisiting the volatility of bitcoin with approximate entropy
Two distinct and non-redundant understandings of volatility, as deviation from consistency, exist for a time-series: (1) exhibiting high standard deviation and, closer to the dictionary definition of the term, (2) appearing highly irregular and unpredictable. We find that Bitcoin is a prime example...
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| Format: | Article |
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2022
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| Online Access: | https://repository.li.mahidol.ac.th/handle/123456789/73880 |
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| Institution: | Mahidol University |