Testing financial bubbles and price explosive behavior in cryptocurrency markets

Macchia, Francesca (A.A. 2021/2022) Testing financial bubbles and price explosive behavior in cryptocurrency markets. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 65. [Master's Degree Thesis]

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Introduction to the research question. Literature review. Rational and irrational price bubbles. Bubble detection. Applications of detection strategies in cryptocurrencies. Data. Methodology. The model. Financial bubble identification. Model simulation with explosive processes. Price explosivity signals. Results. Financial bubbles in cryptocurrencies. Analysis of regression results.


Bibliografia: pp. 52-56.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Econometric theory
Thesis Supervisor: Santucci de Magistris, Paolo
Thesis Co-Supervisor: Carlini, Federico Carlo Eugenio
Academic Year: 2021/2022
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 24 Jan 2023 13:11
Last Modified: 24 Jan 2023 13:11
URI: https://tesi.luiss.it/id/eprint/34702


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