Everything You Always Wanted to Know About Bitcoin Modelling but Were Afraid to Ask. Part 2

This part completes the consultation series dealing with bitcoin price modelling. Particularly, the analysis focuses on the econometric approaches suggested to model bitcoin price dynamics, the tests used for detecting the existence of financial bubbles in bitcoin prices and the methodologies suggested to study the price discovery at bitcoin exchanges

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Year of publication:	2018
Authors:	Fantazzini, Dean
Other Persons:	Ivliev, Sergey (contributor) ; Sukhanovskaya, Vera (contributor)
Publisher:	[2018]: [S.l.] : SSRN
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Applied Econometrics, vol. 45, pages 5-28 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2017 erstellt Volltext nicht verfügbar
Classification:	C22 - Time-Series Models ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; E41 - Demand for Money ; E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System ; E47 - Forecasting and Simulation ; E51 - Money Supply; Credit; Money Multipliers ; G17 - Financial Forecasting
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012914549