Applying the local martingale theory of bubbles to cryptocurrencies
Soon Hyeok Choi, Robert A. Jarrow
| Year of publication: |
2022
|
|---|---|
| Authors: | Choi, Soon Hyeok ; Jarrow, Robert A. |
| Subject: | bubble detection | cryptocurrency | foreign currency | Local martingale | modified convex hull algorithm | price bubble | Spekulationsblase | Bubbles | Virtuelle Währung | Virtual currency | Theorie | Theory | Martingal | Martingale | CAPM | Börsenkurs | Share price | Algorithmus | Algorithm |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024922500133 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013371053