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20052026
most citedWhat are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis

999 citations

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Showing 2013 · math.PRShow all

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math.PR2013

Example of a Non-standard Extreme Value Law

Nicolai Haydn, Michal Kupsa

It has been shown that sufficiently well mixing dynamical systems with positive entropy have extreme value laws which in the limit converge to one of the three standard distributio…