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 |
