Liquidity uncertainty and Bitcoin's market microstructure
Dimitrios Koutmos
| Year of publication: |
2018
|
|---|---|
| Authors: | Koutmos, Dimitrios |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 172.2018, p. 97-101
|
| Subject: | Bitcoin | GARCH | Liquidity | Market microstructure | Markov regime-switching | Marktmikrostruktur | Markov-Kette | Markov chain | Liquidität | ARCH-Modell | ARCH model | Geld-Brief-Spanne | Bid-ask spread | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Finanzmarkt | Financial market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.08.041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012022065