Min Luo

Shanghai University

149 Yanchang Road

SHANGDA ROAD 99

Shanghai 200072, SHANGHAI 200444

China

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Scholarly Papers (1)

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Cryptocurrencies: Dust in the Wind?

Physica A: Statistical Mechanics and its Applications, Volume 525, pp. 1063-1079, July 2019, DOI: 10.1016/j.physa.2019.03.123
Number of pages: 43 Posted: 22 Oct 2018 Last Revised: 12 Apr 2019
Shanghai University, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and Shanghai University, School of Management
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Abstract:

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Generalized Hyperbolic Distributions; Distribution Fitting; Cryptocurrency; Bitcoin; Foreign Exchange Market