Price Discovery on Bitcoin Markets
Year of publication: |
2018
|
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Authors: | Pagnottoni, Paolo ; Baur, Dirk G. ; Dimpfl, Thomas |
Publisher: |
Berlin : Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" |
Subject: | price discovery | Bitcoin | Hasbrouck information shares |
Series: | IRTG 1792 Discussion Paper ; 2018-014 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/230725 [Handle] RePEc:zbw:irtgdp:2018014 [RePEc] |
Classification: | c58 ; C32 - Time-Series Models ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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Price Discovery on Bitcoin Markets
Pagnottoni, Paolo, (2018)
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Price Discovery on Bitcoin Markets
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