High-frequency jump analysis of the bitcoin market
Olivier Scaillet, Adrien Treccani and Christopher Trevisan
| Year of publication: |
2020
|
|---|---|
| Authors: | Scaillet, Olivier ; Treccani, Adrien ; Trevisan, Christopher |
| Subject: | Bitcoin | high-frequency data | jumps | liquidity | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Finanzmarkt | Financial market | Elektronisches Handelssystem | Electronic trading | Liquidität | Liquidity | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nby013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012232707