Blar i Studentoppgaver (Business) på emneord "cryptocurrency bubbles"
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What Can Predict Bubbles in Cryptocurrency Prices?
(Masteroppgave/UIS-HH/2019;, Master thesis, 2019-06)In this paper we study variables that can predict bubbles in cryptocurrency prices. Bubble periods are detected by employing a recursive augmented Dickey-Fuller algorithm called the PSY test, developed by \citet{phillips ...