Detecting overreaction in the Bitcoin market : a quantile autoregression approach
Thanaset Chevapatrakul, Danilo V. Mascia
| Year of publication: |
2019
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|---|---|
| Authors: | Chevapatrakul, Thanaset ; Mascia, Danilo V. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 30.2019, p. 371-377
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| Subject: | Bitcoin | Cryptocurrencies | Overreaction | Quantile regression | Virtuelle Währung | Virtual currency | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Elektronisches Geld | Electronic money |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420911