Price clustering in bitcoin

DOI10.1016/J.ECONLET.2017.07.035zbMath1395.91202OpenAlexW2736872974WikidataQ58875121 ScholiaQ58875121MaRDI QIDQ1782417

Andrew Urquhart

Publication date: 20 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/412873/1/Clustering_of_Bitcoin_v2.docx

zbMATH Keywords

bitcoincryptocurrencyprice clustering

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (9)

Modeling price clustering in high-frequency prices ⋮ Technical trading and cryptocurrencies ⋮ Return and volatility spillovers among cryptocurrencies ⋮ Examining interconnectedness between media attention and cryptocurrency markets: a transfer entropy story ⋮ Market efficiency, liquidity, and multifractality of Bitcoin: a dynamic study ⋮ The Speculative (In)Efficiency of the CME Bitcoin Futures Market ⋮ Predicting crypto‐currencies using sparse non‐Gaussian state space models ⋮ An application of extreme value theory to cryptocurrencies ⋮ Optimal vs naïve diversification in cryptocurrencies

Cites Work

• Volatility estimation for Bitcoin: a comparison of GARCH models

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