Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective
-
- 0 Rating
- 0 Reviews
- 2 Students Enrolled
Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective
Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective
-
- 0 Rating
- 0 Reviews
- 2 Students Enrolled
Courselet Content
3 components
Requirements
- None
General Overview
Description
We design a Multivariate Heterogeneous AutoRegression for High-Frequency data (MHAR-HF) to construct a dynamic partial correlation network of cryptocurrency exchange. The dynamic takes cryptocurrency stylized facts into account and capture events in cryptocurrency market.
.
Courses that include this CL
Meet the instructors !
About the Instructor
PhD candidate in Southwestern University of Finance and Economics, visiting PhD in Humboldt University of Berlin