Metcalfe's law and log-period power laws in the cryptocurrencies market
In this paper the authors investigate the statistical properties of some cryptocurrencies by using three layers of analysis: alpha-stable distributions, Metcalfe’s law and the bubble behaviour through the LPPL modelling. The results show, in the medium to long-run, the validity of Metcalfe's la...
Main Authors: | , |
---|---|
格式: | Article |
語言: | English |
出版: |
De Gruyter
2019-12-01
|
叢編: | Economics: Journal Articles |
主題: | |
在線閱讀: | https://doi.org/10.5018/economics-ejournal.ja.2019-29 |