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What is 68 Paper about?

The article investigates the cumulative intraday return (CIDR) curves of Bitcoin using functional data analysis techniques to assess their predictability and identify trading opportunities. It finds that Bitcoin CIDR curves are stationary and exhibit conditional heteroscedasticity, suggesting potential for profitable intraday trading strategies that challenge the efficient market hypothesis. The study contributes to the literature by applying functional time series methods to Bitcoin

Author

x8795278

Language

EN