Cryptocurrencies as financial bubbles: The case of Bitcoin
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DOI: 10.1016/j.frl.2018.11.011
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More about this item
Keywords
Bitcoin; Bubble periods; Cryptocurrencies; Explosive price behavior; Financial bubbles; Log-periodic power law;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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