Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2
Erik Nigmatullin (),
Vera Sukhanovskaya () and
Sergey Ivliev ()
Additional contact information
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)
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (1) Track citations by RSS feed
Downloads: (external link)
http://pe.cemi.rssi.ru/pe_2017_45_005-028.pdf Full text (application/pdf)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:ris:apltrx:0308
Access Statistics for this article
Applied Econometrics is currently edited by Sergei Aivazian
More articles in Applied Econometrics from Publishing House "SINERGIA PRESS"
Bibliographic data for series maintained by Anatoly Peresetsky ().