Mean Sojourn and Mean Return Time of the Buy-hoard-sell Strategy of Bitcoin Exchange Prices
<p>A three state Markov chain procedure for testing the Bitcoin exchange rate prices via the mean return and mean sojourn times were applied in this study from January 2016 to February 2017. The data were of a daily basis. The analysis were conducted on the Buy-Hoard-Sell strategies of the Bit...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2018-09-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/6777 |