Chen, Ying; Giudici, Paolo; Hadji Misheva, Branka; … - In: Risks 8 (2020) 1, pp. 1-14
We aim to understand the dynamics of Bitcoin blockchain trading volumes and, specifically, how different trading groups … Autoregressive model, aimed at explaining the evolution of trading volumes, both in time and in space. The extension is based on … contagion effects between trading volumes. Our empirical findings show that transactions activities in bitcoins is dominated by …