Criticality Of Bitcoin Market
ACTA PHYSICA POLONICA A(2021)
摘要
In this paper, we present an analysis of the non-Gaussianity of the Bitcoin market, in which we focus on the scale dependence of the variance lambda(2) estimated by fitting the Castaing equation to the detrended price series. Our analysis showed scale invariance across a large range of scales in the years 2012-2019, which indicates that the Bitcoin market is in a critical state.
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关键词
criticality, invariance, Bitcoin, non-gaussian
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