Testing for multiple bubbles in bitcoin markets : a generalized sup ADF test
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 | Spekulation | Theorie | Theory | Statistischer Test | Statistical test | Börsenkurs | Share price | Einheitswurzeltest | Unit root test |
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