How is price explosivity triggered in the cryptocurrency markets?

Cai, Y, Chevapatrakul, T and Mascia, DV (2021) How is price explosivity triggered in the cryptocurrency markets? Annals of Operations Research, 307 (1-2). pp. 37-51. ISSN 0254-5330



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Keywords: Bayesian methods; Cryptocurrencies; Explosiveness; Quantile SETAR model
  • Accepted: 9 September 2021
  • Published (online): 15 October 2021
  • Published: December 2021
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 18 Oct 2021 10:00
Last Modified: 25 Jun 2023 22:47
Status: Published
Publisher: Springer
Identification Number: