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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主要作者: Dehouche N.
其他作者: Mahidol University
格式: Article
出版: 2023
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在線閱讀:https://repository.li.mahidol.ac.th/handle/123456789/84539
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機構: Mahidol University