Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes
Renan Diniz and Diogo de Prince and Leandro Maciel
| Year of publication: |
2023
|
|---|---|
| Authors: | Diniz, Renan ; Prince, Diogo de ; Maciel, Leandro S. |
| Subject: | Cryptocurrencies | MSGARCH models | Speculative bubbles | Volatility | Spekulationsblase | Bubbles | Volatilität | Virtuelle Währung | Virtual currency | Spekulation | Speculation | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-09-2021-0452 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014252394