Modeling of Bubbles and Crashes with Log-Periodic Functions - The Bitcoin Case Study

This paper applies the log-periodic power law model to study the recent boom and bust episode of Bitcoin. We find that the parameter estimates for the model before the crash are quite unstable over time and across estimation windows. We argue that this lack of stability in the parameter estimates provides little support for the model's applicability in the case of Bitcoins

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Year of publication:	2018
Authors:	Frei, Christian W
Publisher:	[2018]: [S.l.] : SSRN
Subject:	Spekulationsblase \| Bubbles \| Theorie \| Theory \| Finanzkrise \| Financial crisis \| Virtuelle Währung \| Virtual currency

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