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Journal Article
Statistical Analysis of the Exchange Rate of Bitcoin
2015
Overview
Bitcoin, the first electronic payment system, is becoming a popular currency. We provide a statistical analysis of the log-returns of the exchange rate of Bitcoin versus the United States Dollar. Fifteen of the most popular parametric distributions in finance are fitted to the log-returns. The generalized hyperbolic distribution is shown to give the best fit. Predictions are given for future values of the exchange rate.
Publisher
Public Library of Science,Public Library of Science (PLoS)
Subject
