摘要
Bitcoin是一种新型的虚拟电子货币。运用初步的统计方法和R/S分析法分析其市场交易数据,对其长记忆性进行实证分析。分析结果表明,现阶段,Bitcoin的交易市场具有聚集性和持续性,当前的价格对于未来很长一段时间都有影响。
Bitcoin is a new type of virtual electronic currency.In the paper, we use regular statistic methods and R/S analysis to analyze the market data of Bitcoin,and figure out the long memory character of the stock.The result shows that the Bitcoin stock has the character of aggregation and persistence, and the present price has a long-time influence on the future price.
出处
《经济研究导刊》
2013年第28期115-117,197,共4页
Economic Research Guide
