Publication detail

Quantifying Endogeneity of Cryptocurrency Markets

Author(s): Mgr. Jan Šíla MSc., Michael Mark, Thomas A. Weber
Type: Articles in journals with impact factor
Year: 2020
Number: 0
ISSN / ISBN:
Published in: The European Journal of Finance
Publishing place:
Keywords: Hawkes process, endogeneity, branching ratio, maximum-likelihood estimation, cryptocurrencies, bitcoin
JEL codes: G140, G150, C580
Suggested Citation:
Grants: PRIMUS/19/HUM/17 2019-2021 Behavioral finance and macroeconomics: New insights for the mainstream
Abstract: https://www.tandfonline.com/doi/full/10.1080/1351847X.2020.1791925

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