Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks
Elie Bouri; Luis A. Gil‐Alana; Rangan Gupta; David Roubaud · 2018 · International Journal of Finance & Economics
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
The study found no significant effect — useful as a negative control or null benchmark for your own design.
Abstract (excerpt)
Abstract Motivated by the emergence of Bitcoin as a speculative financial investment, the purpose of this paper is to examine the persistence in the level and volatility of Bitcoin price, accounting for the impact of structural breaks.…
Excerpt shown for reference under fair use — read the full paper at the publisher.
Hosted by the publisher — may require access.
About to run something similar?
Run an AI Precheck on your own design to catch failure modes like this one before you spend the time. Your first desk check is free.
Related failures
Leakage and the reproducibility crisis in machine-learning-based science
Negative / Null Result ReportDefining and detecting quantum speedup
Negative / Null Result ReportService robots in hotels: understanding the service quality perceptions of human-robot interaction
Negative / Null Result ReportBoosting methods for multi-class imbalanced data classification: an experimental review
Negative / Null Result ReportFINANCIAL DEVELOPMENT AND ECONOMIC GROWTH: A META‐ANALYSIS
Negative / Null Result ReportThe impact of site-specific digital histology signatures on deep learning model accuracy and bias
WASTE indexes this work — it does not host or republish it. Failure-type classification is automated and approximate.
Metadata source: OpenAlex · DOI 10.1002/ijfe.1670