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...
Huvudupphovsmän: | , |
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Materialtyp: | Artikel |
Språk: | English |
Publicerad: |
De Gruyter
2019-12-01
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Serie: | Economics: Journal Articles |
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Länkar: | https://doi.org/10.5018/economics-ejournal.ja.2019-29 |