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...

全面介紹

書目詳細資料
Main Authors: Pele Daniel Traian, Mazurencu-Marinescu-Pele Miruna
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