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Published in 2019 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2018.11.031
Abstract: The narrative of a Bitcoin is a bubble is very common. We employ statistical techniques to empirically evaluate such claim. A branch of literature links the existence of a bubble in some financial asset’s price…
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Keywords:
bitcoin bubble;
bubble bitcoin;
strict local;
asset ... See more keywords