Booms, busts and heavy-tails: the story of bitcoin and cryptocurrency markets?

DOI10.1016/j.econlet.2018.08.008zbMath1397.91496OpenAlexW2886458597WikidataQ129384544 ScholiaQ129384544MaRDI QIDQ1788028

John L. Fry

Publication date: 8 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10454/17568

zbMATH Keywords

bubbleseconophysicsliquidity riskbitcoincryptocurrencies

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic growth models (91B62)

Related Items (6)

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• Coherent Measures of Risk
• CRASHES AS CRITICAL POINTS
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions

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