Testing for Self-exciting Jumps in Bitcoin Returns
Year of publication: |
2020
|
---|---|
Authors: | Zhang, Chuanhai |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | Statistischer Test | Statistical test | Aktienindex | Stock index |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 3, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3686237 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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