Analysis of the trading interval duration for the Bitcoin market using high-frequency transaction data

Analyzing the trading interval durations of cryptocurrencies is important both academically and practically, but there has been no previous research using tick data. Therefore, we conducted a time series analysis on the duration of the trading interval between consecutive transactions in the Bitcoin...

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Bibliographic Details
Main Authors: Makoto Nakakita, Teruo Nakatsuma
Format: Article
Language:English
Published: AIMS Press 2025-03-01
Series:Quantitative Finance and Economics
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/QFE.2025007
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