Cross-exchange crypto risk : a high-frequency dynamic network perspective
Year of publication: |
[2024]
|
---|---|
Authors: | Wang, Yifu ; Lu, Wanbo ; Liu, Min-Nin ; Ren, Riu ; Hardle, Wolfgang Karl |
Publisher: |
Singapore : Singapore Management University |
Subject: | Partial correlation network | high-frequency data | Bitcoin | FTX | HAR | Virtuelle Währung | Virtual currency | Korrelation | Correlation | Unternehmensnetzwerk | Business network | Finanzmarkt | Financial market | Elektronisches Handelssystem | Electronic trading | Volatilität | Volatility | Soziales Netzwerk | Social network |
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