Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2
Erik Nigmatullin (),
Vera Sukhanovskaya () and
Sergey Ivliev ()
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Erik Nigmatullin: Bocconi University, Milan, Italy;
Vera Sukhanovskaya: Perm State National Research University, Russian Federation
Sergey Ivliev: Perm State National Research University, Russian Federation
Applied Econometrics, 2017, vol. 45, 5-28
This part completes the consultation series dealing with bitcoin price modelling. Particularly, the analysis focuses on the econometric approaches suggested to model bitcoin price dynamics, the tests used for detecting the existence of financial bubbles in bitcoin prices and the methodologies suggested to study the price discovery at bitcoin exchanges.
Keywords: crypto-currencies; hash rate; investors’ attractiveness; social interactions; money supply; money demand; speculation; forecasting; algorithmic trading; bubble; price discovery. (search for similar items in EconPapers)
JEL-codes: C22 C32 C51 C53 E41 E42 E47 E51 G17 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:ris:apltrx:0308
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