Metcalfe's law and log-period power laws in the cryptocurrencies market

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...

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Bibliografiska uppgifter
Huvudupphovsmän:	Pele Daniel Traian, Mazurencu-Marinescu-Pele Miruna
Materialtyp:	Artikel
Språk:	English
Publicerad:	De Gruyter 2019-12-01
Serie:	Economics: Journal Articles
Ämnen:	cryptocurrency bitcoin crix log-periodic power law metcalfe’s law stable distribution herding c22 c32 c51 c53 c58 e41 e42 e47 e51 g1 g17
Länkar:	https://doi.org/10.5018/economics-ejournal.ja.2019-29

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