Discontinuous movements and asymmetries in cryptocurrency markets-Reference-Cited by-同舟云学术

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Discontinuous movements and asymmetries in cryptocurrency markets

Published:2022-02-08 Issue: Volume: Page:1-25
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Gkillas Konstantinos¹^ORCID,Katsiampa Paraskevi²^ORCID,Konstantatos Christoforos³,Tsagkanos Athanasios³

Affiliation:

1. Department of Management Science & Technology, University of Patras, Patras, Greece

2. Sheffield University Management School, The University of Sheffield, Sheffield, UK

3. Department of Business Administration, University of Patras, Patras, Greece

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2021.2015416

Reference81 articles.

1. Modeling and Forecasting Realized Volatility

2. Real-time price discovery in global stock, bond and foreign exchange markets

3. Jump-robust volatility estimation using nearest neighbor truncation

4. Consumption asymmetry and the stock market: Empirical evidence

5. First-passage probability, jump models, and intra-horizon risk

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4. The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis;Financial Innovation;2024-05-01

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