Testing for multiple bubbles in bitcoin markets : a generalized sup ADF test
Chi-Wei Su, Zheng-Zheng Li, Ran Tao, Deng-Kui Si
| Year of publication: |
2018
|
|---|---|
| Authors: | Su, Chi-Wei ; Li, Zheng-Zheng ; Tao, Ran ; Si, Dengkui |
| Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 46.2018, p. 56-63
|
| Subject: | Bitcoin | GSADF | Price bubble | Speculation | Spekulationsblase | Bubbles | Virtuelle Währung | Virtual currency | Spekulation | Theorie | Theory | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.japwor.2018.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012102402