How is price explosivity triggered in the cryptocurrency markets? - CORE Reader
core.ac.uk
We shed light on how the price explosivity characterising Bitcoin and other major cryp-tocurrencies is triggered, by employing the Quantile Self-Exciting Threshold Autoregressive(QSETAR) model. As the related markets keep developing and maturing, it is important to delve moredeeply into the dynamics
1 Users
0 Comments
3 Highlights
0 Notes
Top Highlights
- We shed light on how the price explosivity characterising Bitcoin and other major cryp-tocurrencies is triggered, by employing the Quantile Self-Exciting Threshold Autoregressive(QSETAR) model.
- As the related markets keep developing and maturing, it is important to delve moredeeply into the dynamics characterising their functioning (
- In this article, using the Quantile Self-Exciting Threshold Autoregressive (QSETAR)model, we characterise the bubble-like behaviour in the prices of Bitcoin and three othermajor cryptocurrencies
Tags
Research
Crypto
Domain
Ready to highlight and find good content?
Glasp is a social web highlighter that people can highlight and organize quotes and thoughts from the web, and access other like-minded people’s learning.