Closing a Bitcoin Trade Optimally under Partial Information: Performance Assessment of a Stochastic Disorder Model
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References listed on IDEAS
- Bariviera, Aurelio F. & Basgall, María José & Hasperué, Waldo & Naiouf, Marcelo, 2017.
"Some stylized facts of the Bitcoin market,"
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- Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
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Cited by:
- Andrew Phiri, 2022. "Can wavelets produce a clearer picture of weak-form market efficiency in Bitcoin?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(3), pages 373-386, September.
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Keywords
Bitcoin; optimal closing strategy; cryptocurrency bubble; momentum; digital drift; incomplete information;All these keywords.
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