TY - JOUR
T1 - Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
AU - Turatti, Douglas Eduardo
AU - Mendes, Fernando Henrique de Paula e.Silva
AU - Caldeira, João Frois
PY - 2020/5
Y1 - 2020/5
KW - Autoregression tests
KW - Gibbs-sampling-augmented randomization
KW - Markov-switching models
KW - Mean reversion in Bitcoin market
U2 - 10.1016/j.frl.2019.07.025
DO - 10.1016/j.frl.2019.07.025
M3 - Journal article
AN - SCOPUS:85071440804
SN - 1544-6123
VL - 34
JO - Finance Research Letters
JF - Finance Research Letters
M1 - 101252
ER -