The Interplay Between Long Memory and Bootstrap Technique in Virtual and Real Currency Markets: The Evidence on the Pre/Post-COVID Era
Bibliographic record
Abstract
This article explores the interplay between long memory and the parametric and nonparametric bootstrap techniques in virtual and real currency markets, specifically focusing on Bitcoin and the US dollar (USD) from 2019 to late 2022. The study compares the properties of the bootstrap tests, analyzes long memory effects, and evaluates the significance using P-value plots. Additionally, the research examines the corrected size-power curves to address size distortions. The findings confirm the presence of long memory in the examined currency markets and underscore the importance of accurate bootstrap utilization for robust analysis. The study provides valuable insights for investors and decision-makers in understanding the dynamics of the pre/post-COVID era.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.015 | 0.132 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.001 | 0.004 |
| Scholarly communication | 0.004 | 0.008 |
| Open science | 0.001 | 0.003 |
| Research integrity | 0.001 | 0.003 |
| Insufficient payload (model declined to judge) | 0.005 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".