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from the random ones. Therefore the overreactions detected in the cryptocurrency market do not give rise to exploitable …
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We present a dynamic Rational Expectations (RE) bubble model of prices with the intention to evaluate it on optimal investment strategies applied to Bitcoin. Our bubble model is defined as a geometric Brownian motion combined with separate crash (and rally) discrete jump distributions associated...
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from the random ones. Therefore the overreactions detected in the cryptocurrency market do not give rise to exploitable …
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