Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework
Year of publication: |
2023
|
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Authors: | Kim, Myeong Jun ; Park, Sung Y. |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 16, p. 2245-2251
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Subject: | Bitcoin | cryptocurrency | Efficient market hypothesis | Non-linear unit root test | quantile interval unit root test | Einheitswurzeltest | Unit root test | Effizienzmarkthypothese | Virtuelle Währung | Virtual currency | Theorie | Theory | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression |
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