Quantifying endogeneity of cryptocurrency markets
Year of publication: |
2019
|
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Authors: | Mark, Michael ; Sila, Jan ; Weber, Thomas A. |
Publisher: |
Prague : Charles University in Prague, Institute of Economic Studies (IES) |
Subject: | Hawkes process | endogeneity | branching ratio | maximum-likelihood estimation | cryptocurrencies | bitcoin |
Series: | IES Working Paper ; 29/2019 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1680697668 [GVK] hdl:10419/228070 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; g58 |
Source: |
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