High-frequency jump analysis of the bitcoin market
ContributorsScaillet, Olivier
; Treccani, Adrien; Trevisan, Christopher

Publication date2017
Abstract
Keywords
- Jump
- Liquidity
- High-frequency data
- Bitcoin
Classification
- JEL : C58
Citation (ISO format)
SCAILLET, Olivier, TRECCANI, Adrien, TREVISAN, Christopher. High-frequency jump analysis of the bitcoin market. 2017
Main files (1)
Working paper

Identifiers
- PID : unige:93900