Stylized Facts of High-Frequency Bitcoin Time Series

By Yaoyue Tang, Karina Arias-Calluari, Michael S. Harré, Fernando Alonso-Marroquin

Published 2024-02-19

Everscope rating

1423.4

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Statistical analysis of high-frequency time series. Problem types: Time Series Analysis, Statistical Characterization.

arXiv:2402.11930 · Paper rankings

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