Non parametric estimation of the volatility of cryptocurrencies using high frequency data
In recent years, the cryptocurrency market has gained increased interest among investors, academics, policy makers and regulators all over the world, aiming to understand the unique characteristics and dynamics of cryptocurrencies price formation. The highly volatile nature and jump behavior in cryp...
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| Γλώσσα: | English |
| Έκδοση: |
2022
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| Διαθέσιμο Online: | https://hdl.handle.net/10889/23503 |
