Pages that link to "Item:Q500523"

The following pages link to Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin (Q500523):

Displaying 37 items.

• Bitcoin price forecasting with neuro-fuzzy techniques (Q666995) (← links)
• Momentum trading in cryptocurrencies: short-term returns and diversification benefits (Q777626) (← links)
• Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (Q777638) (← links)
• Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
• Technical trading and cryptocurrencies (Q829142) (← links)
• Volatility and return jumps in Bitcoin (Q1627021) (← links)
• Bitcoin futures -- what use are they? (Q1629615) (← links)
• Volatility estimation for Bitcoin: a comparison of GARCH models (Q1782336) (← links)
• An application of extreme value theory to cryptocurrencies (Q1787362) (← links)
• Long memory interdependency and inefficiency in bitcoin markets (Q1787569) (← links)
• Optimal vs naïve diversification in cryptocurrencies (Q1787995) (← links)
• Booms, busts and heavy-tails: the story of bitcoin and cryptocurrency markets? (Q1788028) (← links)
• Blockchain and cryptocurrencies: economic and financial research (Q2064599) (← links)
• Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
• Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume (Q2064616) (← links)
• Complexity traits and synchrony of cryptocurrencies price dynamics (Q2064619) (← links)
• Dynamic characteristic of Bitcoin cryptocurrency in the reconstruction scheme (Q2120479) (← links)
• Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
• Market efficiency, liquidity, and multifractality of Bitcoin: a dynamic study (Q2180281) (← links)
• Crypto price discovery through correlation networks (Q2241075) (← links)
• Detecting bubbles in bitcoin price dynamics via \textit{market exuberance} (Q2241076) (← links)
• Herding and feedback trading in cryptocurrency markets (Q2241203) (← links)
• Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin (Q2246724) (← links)
• Predicting crypto‐currencies using sparse non‐Gaussian state space models (Q4687677) (← links)
• Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money? (Q4991079) (← links)
• (Q5001214) (← links)
• A PRACTICAL ALGORITHM TO DETECT SUPEREXPONENTIAL BEHAVIOR IN FINANCIAL ASSET PRICE RETURNS (Q5048584) (← links)
• Bitcoin: jumps, convenience yields, and option prices (Q5051981) (← links)
• Herding Behavior and Liquidity in the Cryptocurrency Market (Q5057293) (← links)
• APPLYING THE LOCAL MARTINGALE THEORY OF BUBBLES TO CRYPTOCURRENCIES (Q5088800) (← links)
• Time Series Analysis of Relationships Among Crypto-asset Exchange Rates (Q5148845) (← links)
• The Optimal Foreign Exchange Futures Hedge on the Bitcoin Exchange Rate: An Application to the U.S. Dollar and the Euro (Q5148846) (← links)
• Forecasting of Cryptocurrency Prices Using Machine Learning (Q5148853) (← links)
• CHANGE-POINT ANALYSIS OF ASSET PRICE BUBBLES WITH POWER-LAW HAZARD FUNCTION (Q5207487) (← links)
• Disentangling the nonlinearity effect in cryptocurrency markets during the Covid-19 pandemic: evidence from a regime-switching approach (Q6131005) (← links)
• Testing for explosive bubbles: a review (Q6160719) (← links)
• Expectile hidden Markov regression models for analyzing cryptocurrency returns (Q6494403) (← links)