Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility

Christian Hafner

No 2018045, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2018-01-01
Note: In : Journal of Financial Econometrics, no. nby023, p. 1-17 (2018)
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Related works:
Journal Article: Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility (2020)
Working Paper: Testing for bubbles in cryptocurrencies with time-varying volatility (2018)
Working Paper: Testing for bubbles in cryptocurrencies with time-varying volatility (2018)
Working Paper: Testing for bubbles in cryptocurrencies with time-varying volatility (2018)
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