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The recent evolution of cryptocurrencies has been characterized by bubble-like behavior and extreme volatility. While … it is difficult to assess an intrinsic value to a specific cryptocurrency, one can employ recently proposed bubble tests …-run component to capture volatility clustering. The wild bootstrap is shown to correctly adjust the size properties of the bubble …
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The report examines the performance of 5 cryptocurrencies namely Binance Coin, Zcash, EOS, Digibyte, Ethereum Classic … over the time series starting from Aug 2017 to Aug 2020 linking the bubble formation and volatility space with the … observed that there is a bubble in all the cryptocurrencies from 2017 to 2020. This study also proved that bad news has more …
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Bitcoin prices were the result of a speculative bubble. We find that there were periods during rapid price increases in 2017 …, 2020, and 2021 where Bitcoin exhibited asset bubble behavior. These results are significant because our results provide …Bitcoin has gotten significant interest throughout the world, in not just investors and the financial community, but …
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