Dynamical properties of volume at the spread in the Bitcoin/USD market

The study of order volumes in financial markets has shown that these display several non-trivial statistical properties. Most studies have been focused on the bulk properties of volume of incoming orders or of realized transactions rather than the dynamical aspects. The present work is a study of th...

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Hauptverfasser:	Navarro, Roberto Mota, Leyvraz, Francois, Larralde, Hernán
Format:	Artikel
Sprache:	eng
Schlagworte:	Quantitative Finance - Statistical Finance
Online-Zugang:	Volltext bestellen
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