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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Abstract/Index
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.
References
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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