Can a Hurst exponent be useful for investors in crypto-currency markets? – Oleksii Kryvchun
Oleksii Kryvchun
Bachelor's thesis
Can a Hurst exponent be useful for investors in crypto-currency markets?
Abstract:
This bachelor's thesis deals with the revision of the efficient market hypothesis as well as the choice of an appropriate model for analyzing the time series of cryptocurrencies, in particular Bitcoin. The chosen analysis will determine if Bitcoin is a similar type of financial asset and follows the same market rules and patterns. The practical part of the dissertation presents the problem of modern …more
Language used: English
Date on which the thesis was submitted / produced: 31. 3. 2022
Thesis defence
- Supervisor: Ing. Pavel Srbek, Ph.D.
Citation record
ISO 690-compliant citation record:
KRYVCHUN, Oleksii. \textit{Can a Hurst exponent be useful for investors in crypto-currency markets?}. Online. Bachelor's thesis. Praha: Czech University of Life Sciences Prague, Faculty of Economics and Management. 2022. Available from: https://theses.cz/id/cprjwp/.
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Institution archiving the thesis and making it accessible: Česká zemědělská univerzita v Praze, Provozně ekonomická fakultaCzech University of Life Sciences Prague
Faculty of Economics and ManagementBachelor programme / field:
Economics and Management / Economics and Management
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