The Role of Binance in Bitcoin Volatility Transmission
Author:
Affiliation:
1. University of Sussex Business School, Brighton, UK
Publisher
Informa UK Limited
Subject
Applied Mathematics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1350486X.2022.2125885
Reference41 articles.
1. Price discovery in Bitcoin: The impact of unregulated markets
2. Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
3. Intraday periodicity and volatility persistence in financial markets
4. Jump-robust volatility estimation using nearest neighbor truncation
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