Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test
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DOI: 10.1016/j.japwor.2018.03.004
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More about this item
Keywords
Bitcoin; Price bubble; Speculation; GSADF;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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