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q-fin.ST2024
Comparative analysis of stationarity for Bitcoin and the S&P500
Yaoyue Tang, Karina Arias-Calluari, Michael S. Harré
This paper compares and contrasts stationarity between the conventional stock market and cryptocurrency. The dataset used for the analysis is the intraday price indices of the S&P5…
q-fin.ST2024
Stylized Facts of High-Frequency Bitcoin Time Series
Yaoyue Tang, Karina Arias-Calluari, M. N. Najafi +2
This paper analyses the high-frequency intraday Bitcoin dataset from 2019 to 2022. During this time frame, the Bitcoin market index exhibited two distinct periods, 2019-20 and 2021…