Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework
Myeong Jun Kim and Sung Y. Park
| 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 | Virtuelle Währung | Virtual currency | Effizienzmarkthypothese | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2022.2096851 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014364745