Adrien Treccani

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Related publications (1)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

Related publications (1)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

High-Frequency Jump Analysis of the Bitcoin Market

Christopher Trevisan, Adrien Treccani

We use the database leak of Mt. Gox exchange to analyze the dynamics of the price of bitcoin from June 2011 to November 2013. This gives us a rare opportunity to study an emerging retail-focused, highly speculative and unregulated market with trader identi ...

OXFORD UNIV PRESS2020

High-Frequency Jump Analysis of the Bitcoin Market

Christopher Trevisan, Adrien Treccani

OXFORD UNIV PRESS2020