• What Can Predict Bubbles in Cryptocurrency Prices? 

      Enoksen, Fredrik Aurbakken; Landsnes, Christian Jæger (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 ...