Cross-exchange crypto risk : a high-frequency dynamic network perspective
Yifu Wang, Wanbo Lu, Min-Bin Lin, Rui Ren, Wolfgang Karl Härdle
| Year of publication: |
2024
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|---|---|
| Authors: | Wang, Yifu ; Lu, Wanbo ; Lin, Min-Bin ; Ren, Rui ; Härdle, Wolfgang |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 94.2024, Art.-No. 103246, p. 1-16
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| Subject: | Bitcoin | FTX | HAR | High-frequency data | Partial correlation network | Virtuelle Währung | Virtual currency | Korrelation | Correlation | Unternehmensnetzwerk | Business network | Finanzmarkt | Financial market | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103246 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543953