Blar i NHH Brage på forfatter "Raa, Jonathan"
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Exploration of bubble properties in cryptocurrencies : a hybrid-study with quantitative models for crash estimation supplemented with industry experts
Hollekim, Eirik R.; Raa, Jonathan (Master thesis, 2018)We employ Supremum Augmented Dickey-Fuller (SADF), the General Supremum Augmented Dickey-Fuller (GSADF) tests and a Log Periodic Power Law (LPPL) test to Cryptocurrency Index (CRIX) price data to evaluate cryptocurrencies ...