Sökning: "Bitfinex"

Hittade 2 uppsatser innehållade ordet Bitfinex.

1. 1. Out of the Books and Into the Woods

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Elisabeth Molin; [2023]
   Nyckelord :Limit Order Book; Cryptocurrency; Random forest; Market Microstructure; Lead-lag; Business and Economics;

   Sammanfattning : The objective of this thesis is to analyze the predictive power of the cryptocurrency limit order book for return predictions. The analysis is performed for the BTC/USD and ETH/USD directional 10-second returns, using limit order book data from three of the largest cryptocurrency spot exchanges. LÄS MER

3. 2. GARCH and GAS: Comparison of volatility models for Bitcoin in different exchanges

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Mohammad Rashidi Ranjbar; [2020-07-08]
   Nyckelord :Bitcoin; Volatility Modelling; GAS; GARCH; Realized GARCH; Coinbase; Bitfinex; Bitstamp;

   Sammanfattning : Different characteristics of cryptocurrencies have been investigated by a number of studies. In this study, I focus on conditional volatility of Bitcoin in three exchanges which are Coinbase, Bitfinex and Bitstamp. LÄS MER