Essays about: "Bitfinex"

Found 2 essays containing the word Bitfinex.

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

    University essay from Lunds universitet/Nationalekonomiska institutionen

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

    Abstract : 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. READ MORE

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

    University essay from Göteborgs universitet/Graduate School

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

    Abstract : 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. READ MORE