Browsing by Author "Gemici, Eray and Polat, Muslum"
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THRESHOLD EFFECT IN BITCOIN PRICES
Gemici, Eray and Polat, Muslum (2019)This study investigates the price behavior of Bitcoin using a two-regime TAR model, which is an autoregressive unit root. In the study, the method developed by Caner and Hansen (2001) was used which simultaneously tested ...
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