Rodeo or ascot: Which hat to wear at the crypto race?
Year of publication: |
2021
|
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Authors: | Häusler, Konstantin ; Härdle, Wolfgang |
Publisher: |
Berlin : Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" |
Subject: | Cryptocurrency | SVCJ | Market Dynamics | Stochastic Volatility |
Series: | IRTG 1792 Discussion Paper ; 2021-007 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1755339542 [GVK] hdl:10419/233507 [Handle] RePEc:zbw:irtgdp:2021007 [RePEc] |
Classification: | C51 - Model Construction and Estimation ; c58 ; G15 - International Financial Markets |
Source: |
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