Is Bitcoin Business Income or Speculative Bubble? Unconditional vs. Conditional Frequency Domain Analysis
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DOI: 10.1142/S2010495215500025
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- Bouoiyour, Jamal & Selmi, Refk & Tiwari, Aviral, 2014. "Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis," MPRA Paper 59595, University Library of Munich, Germany.
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JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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